-22.4%
CPNG vs LEN
-28.8%
+6.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.2% |
| 7D | -5.4% | -7.8% | +2.3% | -3.7% |
| 30D | -11.1% | -11.0% | -0.1% | -8.7% |
| 3M | -3.0% | -12.8% | +9.8% | -0.2% |
| 6M | -23.5% | -20.2% | -3.3% | -19.9% |
| YTD | -37.8% | -23.0% | -14.8% | -34.8% |
| 1Y | -54.3% | -41.8% | -12.5% | -48.9% |
| All | -22.4% | -28.8% | +6.5% | -19.7% |
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