-51.1%
CPNG vs LEN
-13.7%
-37.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.9% |
| 7D | -5.4% | -7.8% | +2.3% | -2.1% |
| 30D | -11.1% | -11.0% | -0.1% | -6.5% |
| 3M | -3.0% | -12.8% | +9.8% | +2.2% |
| 6M | -23.5% | -20.2% | -3.3% | -16.6% |
| YTD | -37.8% | -23.0% | -14.8% | -32.0% |
| 1Y | -54.3% | -41.8% | -12.5% | -43.4% |
| 3Y | -20.8% | -28.8% | +8.0% | -20.3% |
| 5Y | -51.1% | -12.6% | -38.5% | -65.3% |
| All | -51.1% | -13.7% | -37.4% | -65.3% |
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