+49.6%
CF vs LEN
-25.4%
+75.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | 0.0% |
| 7D | -3.2% | +2.1% | -5.2% | -2.5% |
| 30D | +4.3% | +16.6% | -12.2% | +8.6% |
| 3M | +2.8% | +5.3% | -2.5% | +4.3% |
| 6M | +0.6% | -0.8% | +1.4% | +1.6% |
| YTD | +56.6% | -11.7% | +68.4% | +58.3% |
| 1Y | +49.6% | -24.6% | +74.2% | +55.3% |
| All | +49.6% | -25.4% | +75.0% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling