+110.5%
CNC vs LEN
-21.9%
+132.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.1% | +5.6% | +12.0% |
| 7D | +13.4% | +10.5% | +2.9% | +12.4% |
| 30D | +18.2% | +24.6% | -6.4% | +16.5% |
| 3M | +18.6% | +6.6% | +12.0% | +17.9% |
| 6M | +41.9% | +10.6% | +31.3% | +40.2% |
| YTD | +84.7% | -8.3% | +93.0% | +86.7% |
| 1Y | +110.5% | -22.5% | +133.0% | +120.0% |
| All | +110.5% | -21.9% | +132.4% | +120.0% |
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