+62.0%
CFG vs LEN
-4.6%
+66.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | -0.9% | +2.1% | -3.0% | -1.7% |
| 30D | +1.1% | +16.6% | -15.5% | -4.4% |
| 3M | -12.0% | +5.3% | -17.3% | -14.3% |
| 6M | -2.2% | -0.8% | -1.5% | -3.2% |
| YTD | +11.4% | -11.7% | +23.1% | +13.8% |
| 1Y | +27.8% | -24.6% | +52.4% | +38.1% |
| 3Y | +173.3% | -18.7% | +192.0% | +175.6% |
| All | +62.0% | -4.6% | +66.7% | +39.1% |
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