+50.7%
CF vs LEN
-27.0%
+77.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +1.3% |
| 7D | +4.8% | +0.7% | +4.1% | +5.1% |
| 30D | +9.7% | +13.0% | -3.3% | +13.4% |
| 3M | +1.2% | +1.9% | -0.7% | +1.9% |
| 6M | +7.4% | -0.7% | +8.1% | +8.4% |
| YTD | +60.5% | -13.8% | +74.3% | +61.5% |
| 1Y | +50.7% | -28.1% | +78.8% | +56.4% |
| All | +50.7% | -27.0% | +77.8% | +56.4% |
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 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