+580.6%
CF vs LEN
+109.8%
+470.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +6.0% | -3.2% | +9.2% | +6.7% |
| 30D | +14.8% | -4.9% | +19.7% | +15.8% |
| 3M | +14.1% | -8.5% | +22.5% | +15.5% |
| 6M | +28.5% | -20.7% | +49.2% | +33.5% |
| YTD | +74.9% | -17.4% | +92.4% | +79.0% |
| 1Y | +61.7% | -38.2% | +99.9% | +78.2% |
| 3Y | +80.3% | -24.9% | +105.2% | +81.5% |
| 5Y | +226.0% | -11.4% | +237.4% | +201.0% |
| All | +580.6% | +109.8% | +470.9% | +335.6% |
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