+7,539.9%
CP vs LEN
+10,533.4%
-2,993.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | +0.2% | -4.9% | +5.1% | +1.3% |
| 3M | +2.6% | -8.5% | +11.1% | +4.3% |
| 6M | +6.0% | -20.7% | +26.6% | +11.2% |
| YTD | +24.9% | -17.4% | +42.3% | +29.6% |
| 1Y | +20.1% | -38.2% | +58.4% | +32.7% |
| 3Y | +16.4% | -24.9% | +41.3% | +21.0% |
| 5Y | +31.7% | -11.4% | +43.2% | +29.3% |
| 10Y | +223.9% | +110.0% | +113.8% | +146.8% |
| All | +7,539.9% | +10,533.4% | -2,993.5% | +2,338.5% |
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