+250.7%
CP vs LEN
+147.0%
+103.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.3% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | +11.0% | +13.0% | -2.0% | +6.9% |
| 3M | +3.8% | +1.9% | +2.0% | +2.7% |
| 6M | +9.5% | -0.7% | +10.2% | +8.5% |
| YTD | +28.2% | -13.8% | +42.0% | +31.6% |
| 1Y | +33.0% | -28.1% | +61.0% | +43.3% |
| 3Y | +35.5% | -22.8% | +58.4% | +39.9% |
| 5Y | +25.8% | -7.4% | +33.1% | +19.6% |
| 10Y | +250.7% | +143.7% | +107.0% | +141.9% |
| All | +250.7% | +147.0% | +103.7% | +141.9% |
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