+32.0%
CTVA vs LEN
-21.9%
+53.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +2.4% |
| 7D | +8.2% | +10.5% | -2.3% | +7.1% |
| 30D | -1.0% | +24.6% | -25.7% | -3.2% |
| 3M | +4.6% | +6.6% | -2.1% | +3.5% |
| 6M | +0.5% | +10.6% | -10.2% | -0.9% |
| YTD | +22.7% | -8.3% | +31.0% | +23.2% |
| 1Y | +32.0% | -22.5% | +54.5% | +34.0% |
| All | +32.0% | -21.9% | +53.9% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling