+7.2%
CNC vs LEN
-10.5%
+17.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.9% | -3.4% | -1.5% | -4.3% |
| 30D | -3.8% | -5.7% | +1.9% | -2.9% |
| 3M | -3.2% | -12.2% | +9.0% | -1.4% |
| 6M | +47.9% | -18.3% | +66.2% | +52.5% |
| YTD | +55.7% | -20.2% | +75.9% | +60.8% |
| 1Y | +106.2% | -40.1% | +146.3% | +125.3% |
| 3Y | -2.1% | -26.2% | +24.1% | +0.9% |
| All | +7.2% | -10.5% | +17.7% | +3.8% |
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