+28.8%
CFG vs LEN
-28.8%
+57.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -6.4% | +5.6% | +0.6% |
| 30D | +3.1% | +15.6% | -12.5% | -0.3% |
| 3M | -9.7% | -0.8% | -9.0% | -9.7% |
| 6M | +6.7% | +0.4% | +6.3% | +5.9% |
| YTD | +15.2% | -14.1% | +29.3% | +16.0% |
| 1Y | +28.8% | -29.6% | +58.4% | +39.8% |
| All | +28.8% | -28.8% | +57.6% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling