+362.4%
CFG vs LEN
+149.3%
+213.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.5% | -3.2% | +4.7% | +2.9% |
| 30D | -3.8% | -4.9% | +1.1% | -2.1% |
| 3M | +11.5% | -8.5% | +20.0% | +14.7% |
| 6M | +19.2% | -20.7% | +39.8% | +29.4% |
| YTD | +23.7% | -17.4% | +41.1% | +31.1% |
| 1Y | +38.8% | -38.2% | +77.1% | +64.7% |
| 3Y | +178.9% | -24.9% | +203.8% | +195.6% |
| 5Y | +101.8% | -11.4% | +113.2% | +92.1% |
| 10Y | +317.3% | +110.0% | +207.2% | +141.0% |
| All | +362.4% | +149.3% | +213.1% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling