+1,812.7%
CNP vs LEN
+10,533.4%
-8,720.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | -1.8% | -4.9% | +3.1% | -1.2% |
| 3M | -4.6% | -8.5% | +3.8% | -3.7% |
| 6M | -8.8% | -20.7% | +11.8% | -6.3% |
| YTD | +5.2% | -17.4% | +22.6% | +7.3% |
| 1Y | +8.3% | -38.2% | +46.6% | +14.8% |
| 3Y | +54.9% | -24.9% | +79.8% | +57.4% |
| 5Y | +73.5% | -11.4% | +84.9% | +69.7% |
| 10Y | +139.1% | +110.0% | +29.1% | +101.8% |
| All | +1,812.7% | +10,533.4% | -8,720.7% | +1,018.6% |
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 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