+237.0%
CFG vs LEN
+166.0%
+71.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.7% |
| 7D | +0.3% | +0.6% | -0.4% | -0.1% |
| 30D | +3.2% | +19.4% | -16.2% | -4.2% |
| 3M | -9.7% | +4.5% | -14.2% | -12.2% |
| 6M | +3.6% | +4.9% | -1.3% | 0.0% |
| YTD | +14.7% | -8.9% | +23.6% | +15.8% |
| 1Y | +29.6% | -23.0% | +52.5% | +39.7% |
| 3Y | +190.6% | -16.7% | +207.3% | +193.1% |
| 5Y | +67.1% | -4.5% | +71.5% | +53.1% |
| 10Y | +237.0% | +162.2% | +74.9% | +87.2% |
| All | +237.0% | +166.0% | +71.0% | +87.2% |
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