+34.3%
CP vs LEN
-10.8%
+45.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | +0.2% | -4.9% | +5.1% | +1.5% |
| 3M | +2.6% | -8.5% | +11.1% | +4.7% |
| 6M | +6.0% | -20.7% | +26.6% | +12.3% |
| YTD | +24.9% | -17.4% | +42.3% | +30.4% |
| 1Y | +20.1% | -38.2% | +58.4% | +35.5% |
| 3Y | +16.4% | -24.9% | +41.3% | +20.8% |
| All | +34.3% | -10.8% | +45.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling