+53.1%
CNP vs LEN
-25.9%
+79.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +5.0% | +1.5% |
| 7D | +1.6% | -2.9% | +4.5% | +1.9% |
| 30D | -0.8% | -8.9% | +8.1% | -0.1% |
| 3M | -3.6% | -10.9% | +7.3% | -2.8% |
| 6M | -6.9% | -19.7% | +12.7% | -5.3% |
| YTD | +6.4% | -20.6% | +27.0% | +8.2% |
| 1Y | +9.9% | -42.4% | +52.4% | +15.5% |
| 3Y | +53.1% | -26.5% | +79.6% | +48.8% |
| All | +53.1% | -25.9% | +79.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling