+7,604.2%
CP vs LEN
+11,263.3%
-3,659.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.0% |
| 7D | +2.8% | +2.1% | +0.7% | +2.2% |
| 30D | +10.2% | +16.6% | -6.4% | +6.2% |
| 3M | +2.4% | +5.3% | -3.0% | +0.7% |
| 6M | +7.7% | -0.8% | +8.4% | +7.0% |
| YTD | +26.0% | -11.7% | +37.7% | +28.1% |
| 1Y | +34.6% | -24.6% | +59.2% | +41.7% |
| 3Y | +26.7% | -18.7% | +45.4% | +29.0% |
| 5Y | +24.9% | -4.4% | +29.3% | +20.1% |
| 10Y | +258.6% | +152.2% | +106.4% | +161.4% |
| All | +7,604.2% | +11,263.3% | -3,659.1% | +2,311.9% |
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 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