+4,405.6%
CNC vs LEN
+482.7%
+3,922.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.2% | -2.9% |
| 7D | -1.0% | -2.9% | +1.9% | -0.4% |
| 30D | -1.8% | -8.9% | +7.0% | 0.0% |
| 3M | -0.7% | -10.9% | +10.2% | +1.2% |
| 6M | +47.9% | -19.7% | +67.6% | +53.5% |
| YTD | +56.9% | -20.6% | +77.5% | +62.8% |
| 1Y | +123.9% | -42.4% | +166.3% | +147.6% |
| 3Y | -1.3% | -26.5% | +25.3% | +1.9% |
| 5Y | +2.8% | -10.9% | +13.7% | -0.4% |
| 10Y | +90.9% | +100.6% | -9.8% | +45.9% |
| All | +4,405.6% | +482.7% | +3,922.9% | +1,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling