-14.1%
CG vs LEN
-21.9%
+7.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.1% | -2.6% | +2.4% |
| 7D | +9.4% | +10.5% | -1.0% | +6.2% |
| 30D | +8.7% | +24.6% | -15.9% | +2.0% |
| 3M | -15.0% | +6.6% | -21.6% | -17.0% |
| 6M | -13.2% | +10.6% | -23.9% | -16.3% |
| YTD | -26.2% | -8.3% | -17.8% | -26.8% |
| 1Y | -14.1% | -22.5% | +8.4% | -12.1% |
| All | -14.1% | -21.9% | +7.8% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling