+60.4%
CFG vs LEN
-13.2%
+73.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | -5.8% | +9.0% | +5.2% |
| 30D | +5.1% | +13.7% | -8.6% | +0.2% |
| 3M | -11.2% | -3.9% | -7.4% | -10.8% |
| 6M | +9.6% | -0.4% | +9.9% | +8.1% |
| YTD | +15.0% | -16.8% | +31.8% | +19.7% |
| 1Y | +29.9% | -29.5% | +59.4% | +43.5% |
| 3Y | +192.1% | -25.6% | +217.7% | +203.6% |
| All | +60.4% | -13.2% | +73.6% | +41.3% |
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