+28.0%
CNH vs LEN
-37.1%
+65.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.5% |
| 7D | +23.3% | -3.2% | +26.5% | +24.8% |
| 30D | +33.5% | -4.9% | +38.3% | +35.9% |
| 3M | +32.7% | -8.5% | +41.2% | +36.7% |
| 6M | +22.2% | -20.7% | +42.8% | +30.3% |
| YTD | +57.7% | -17.4% | +75.1% | +65.5% |
| 1Y | +28.0% | -38.2% | +66.2% | +41.6% |
| All | +28.0% | -37.1% | +65.1% | +41.6% |
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