+61.5%
CF vs LEN
-18.1%
+79.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.6% |
| 7D | -3.2% | +2.1% | -5.2% | -3.1% |
| 30D | +4.3% | +16.6% | -12.2% | +4.9% |
| 3M | +2.8% | +5.3% | -2.5% | +3.0% |
| 6M | +0.6% | -0.8% | +1.4% | +0.9% |
| YTD | +56.6% | -11.7% | +68.4% | +58.5% |
| 1Y | +49.6% | -24.6% | +74.2% | +54.3% |
| 3Y | +61.5% | -18.7% | +80.2% | +56.4% |
| All | +61.5% | -18.1% | +79.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling