+26.7%
CP vs LEN
-18.1%
+44.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.9% |
| 7D | +2.8% | +2.1% | +0.7% | +2.1% |
| 30D | +10.2% | +16.6% | -6.4% | +5.5% |
| 3M | +2.4% | +5.3% | -3.0% | +0.5% |
| 6M | +7.7% | -0.8% | +8.4% | +7.0% |
| YTD | +26.0% | -11.7% | +37.7% | +28.4% |
| 1Y | +34.6% | -24.6% | +59.2% | +43.0% |
| 3Y | +26.7% | -18.7% | +45.4% | +21.6% |
| All | +26.7% | -18.1% | +44.8% | +21.6% |
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 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