+49.1%
CNC vs LEN
-18.3%
+67.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.2% | -3.8% |
| 7D | -1.0% | -2.9% | +1.9% | -1.0% |
| 30D | -1.8% | -8.9% | +7.0% | -2.1% |
| 3M | -0.7% | -10.9% | +10.2% | -0.9% |
| All | +49.1% | -18.3% | +67.4% | +49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling