+206.6%
CFG vs LEN
+136.8%
+69.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.4% |
| 7D | +1.6% | -8.7% | +10.4% | +5.2% |
| 30D | +3.3% | +11.6% | -8.3% | -1.6% |
| 3M | -11.5% | -1.3% | -10.3% | -12.1% |
| 6M | +6.2% | -1.4% | +7.7% | +4.9% |
| YTD | +14.3% | -16.9% | +31.1% | +19.5% |
| 1Y | +26.7% | -31.2% | +57.9% | +42.7% |
| 3Y | +187.8% | -25.6% | +213.3% | +203.3% |
| 5Y | +61.3% | -13.3% | +74.6% | +53.4% |
| All | +206.6% | +136.8% | +69.8% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling