+316.4%
CFG vs LEN
+166.4%
+150.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.3% |
| 7D | -0.9% | +2.1% | -3.0% | -1.9% |
| 30D | +1.1% | +16.6% | -15.5% | -5.3% |
| 3M | -12.0% | +5.3% | -17.3% | -14.8% |
| 6M | -2.2% | -0.8% | -1.5% | -3.5% |
| YTD | +11.4% | -11.7% | +23.1% | +13.9% |
| 1Y | +27.8% | -24.6% | +52.4% | +39.0% |
| 3Y | +173.3% | -18.7% | +192.0% | +178.4% |
| 5Y | +62.4% | -4.4% | +66.9% | +48.7% |
| 10Y | +249.6% | +152.2% | +97.4% | +85.8% |
| All | +316.4% | +166.4% | +150.0% | +127.2% |
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