+102.5%
CFG vs LEN
-10.8%
+113.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.5% | -3.2% | +4.7% | +2.7% |
| 30D | -3.8% | -4.9% | +1.1% | -2.3% |
| 3M | +11.5% | -8.5% | +20.0% | +14.4% |
| 6M | +19.2% | -20.7% | +39.8% | +28.3% |
| YTD | +23.7% | -17.4% | +41.1% | +30.2% |
| 1Y | +38.8% | -38.2% | +77.1% | +62.1% |
| 3Y | +178.9% | -24.9% | +203.8% | +190.6% |
| All | +102.5% | -10.8% | +113.3% | +91.3% |
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