+9.8%
CG vs LEN
-12.1%
+21.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | -0.1% |
| 7D | -1.3% | -2.9% | +1.6% | +0.3% |
| 30D | -3.2% | -8.9% | +5.7% | +1.7% |
| 3M | +6.2% | -10.9% | +17.1% | +11.9% |
| 6M | -4.7% | -19.7% | +15.0% | +5.6% |
| YTD | -20.6% | -20.6% | 0.0% | -12.6% |
| 1Y | -26.4% | -42.4% | +16.1% | -3.3% |
| 3Y | +55.4% | -26.5% | +81.9% | +63.6% |
| 5Y | +9.8% | -10.9% | +20.8% | -5.3% |
| All | +9.8% | -12.1% | +21.9% | -5.3% |
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