+471.5%
CF vs LEN
+142.4%
+329.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +10.4% | -6.4% | +16.7% | +11.8% |
| 30D | +7.6% | +15.6% | -8.1% | +3.7% |
| 3M | +5.2% | -0.8% | +5.9% | +4.5% |
| 6M | -0.1% | +0.4% | -0.4% | -1.9% |
| YTD | +61.7% | -14.1% | +75.8% | +62.9% |
| 1Y | +50.3% | -29.6% | +80.0% | +59.5% |
| 3Y | +66.0% | -23.1% | +89.1% | +65.9% |
| 5Y | +114.5% | -8.9% | +123.4% | +95.9% |
| 10Y | +471.5% | +146.2% | +325.3% | +234.1% |
| All | +471.5% | +142.4% | +329.2% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling