+18.0%
CNH vs LEN
+5.4%
+12.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +9.7% |
| 7D | +8.6% | +0.6% | +7.9% | +8.2% |
| 30D | +12.6% | +19.4% | -6.9% | +5.1% |
| 3M | +17.5% | +4.5% | +13.0% | +16.3% |
| All | +18.0% | +5.4% | +12.6% | +13.3% |
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