+220.7%
CF vs LEN
-10.8%
+231.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | +6.0% | -3.2% | +9.2% | +6.1% |
| 30D | +14.8% | -4.9% | +19.7% | +15.0% |
| 3M | +14.1% | -8.5% | +22.5% | +14.4% |
| 6M | +28.5% | -20.7% | +49.2% | +30.9% |
| YTD | +74.9% | -17.4% | +92.4% | +76.8% |
| 1Y | +61.7% | -38.2% | +99.9% | +69.4% |
| 3Y | +80.3% | -24.9% | +105.2% | +82.4% |
| All | +220.7% | -10.8% | +231.5% | +235.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling