+1,867.7%
CNP vs LEN
+11,627.0%
-9,759.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | +5.7% | +19.4% | -13.7% | +2.9% |
| 3M | +0.9% | +4.5% | -3.6% | -0.1% |
| 6M | -1.1% | +4.9% | -6.0% | -2.4% |
| YTD | +8.3% | -8.9% | +17.2% | +8.5% |
| 1Y | +5.9% | -23.0% | +28.9% | +8.5% |
| 3Y | +64.6% | -16.7% | +81.3% | +64.5% |
| 5Y | +74.6% | -4.5% | +79.0% | +68.5% |
| 10Y | +139.8% | +162.2% | -22.3% | +96.1% |
| All | +1,867.7% | +11,627.0% | -9,759.3% | +1,031.0% |
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