+140.6%
CNP vs LEN
+136.8%
+3.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.6% |
| 7D | +2.5% | -8.7% | +11.2% | +4.6% |
| 30D | +4.0% | +11.6% | -7.5% | +0.8% |
| 3M | +1.6% | -1.3% | +2.9% | +1.1% |
| 6M | -1.7% | -1.4% | -0.2% | -2.6% |
| YTD | +8.6% | -16.9% | +25.5% | +11.4% |
| 1Y | +5.8% | -31.2% | +37.0% | +13.6% |
| 3Y | +63.0% | -25.6% | +88.6% | +65.2% |
| 5Y | +74.7% | -13.3% | +87.9% | +63.2% |
| All | +140.6% | +136.8% | +3.7% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling