+568.0%
CF vs LEN
+148.4%
+419.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | -3.2% | +2.1% | -5.2% | -3.8% |
| 30D | +4.3% | +16.6% | -12.2% | +0.5% |
| 3M | +2.8% | +5.3% | -2.5% | +0.8% |
| 6M | +0.6% | -0.8% | +1.4% | -0.8% |
| YTD | +56.6% | -11.7% | +68.4% | +57.0% |
| 1Y | +49.6% | -24.6% | +74.2% | +56.1% |
| 3Y | +61.5% | -18.7% | +80.2% | +59.2% |
| 5Y | +124.0% | -4.4% | +128.4% | +102.1% |
| All | +568.0% | +148.4% | +419.6% | +305.4% |
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