-69.3%
CPNG vs LEN
-2.5%
-66.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.2% |
| 7D | -1.1% | -4.8% | +3.7% | +0.7% |
| 30D | -7.4% | -6.6% | -0.8% | -4.9% |
| 3M | -12.3% | -15.7% | +3.3% | -7.1% |
| 6M | -19.4% | -16.6% | -2.8% | -14.5% |
| YTD | -35.9% | -21.3% | -14.6% | -31.2% |
| 1Y | -53.4% | -42.0% | -11.4% | -43.6% |
| 3Y | -20.0% | -27.9% | +7.9% | -17.9% |
| 5Y | -49.6% | -10.7% | -38.9% | -59.5% |
| All | -69.3% | -2.5% | -66.8% | -74.0% |
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 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