+223.2%
CP vs LEN
+99.2%
+124.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.6% |
| 7D | +2.4% | -2.9% | +5.3% | +3.3% |
| 30D | -0.5% | -8.9% | +8.3% | +2.1% |
| 3M | +1.4% | -10.9% | +12.3% | +4.3% |
| 6M | +10.3% | -19.7% | +30.0% | +16.6% |
| YTD | +24.3% | -20.6% | +44.9% | +31.3% |
| 1Y | +20.4% | -42.4% | +62.9% | +38.9% |
| 3Y | +21.8% | -26.5% | +48.3% | +27.9% |
| 5Y | +31.5% | -10.9% | +42.5% | +27.0% |
| 10Y | +223.2% | +100.6% | +122.6% | +138.2% |
| All | +223.2% | +99.2% | +124.0% | +138.2% |
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