+487.0%
CF vs LEN
+166.0%
+320.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +6.9% | +19.4% | -12.5% | +2.5% |
| 3M | +4.8% | +4.5% | +0.3% | +3.0% |
| 6M | +4.7% | +4.9% | -0.3% | +1.9% |
| YTD | +56.5% | -8.9% | +65.4% | +55.8% |
| 1Y | +48.4% | -23.0% | +71.4% | +54.2% |
| 3Y | +59.1% | -16.7% | +75.9% | +56.1% |
| 5Y | +109.5% | -4.5% | +114.0% | +89.9% |
| 10Y | +487.0% | +162.2% | +324.8% | +236.3% |
| All | +487.0% | +166.0% | +320.9% | +236.3% |
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