+115.8%
CF vs LEN
-8.8%
+124.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +2.7% |
| 7D | +4.8% | +0.7% | +4.1% | +4.7% |
| 30D | +9.7% | +13.0% | -3.3% | +9.2% |
| 3M | +1.2% | +1.9% | -0.7% | +1.1% |
| 6M | +7.4% | -0.7% | +8.1% | +7.2% |
| YTD | +60.5% | -13.8% | +74.3% | +61.8% |
| 1Y | +50.7% | -28.1% | +78.8% | +55.2% |
| 3Y | +64.8% | -22.8% | +87.6% | +67.0% |
| 5Y | +115.8% | -7.4% | +123.1% | +108.7% |
| All | +115.8% | -8.8% | +124.6% | +108.7% |
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