+57.7%
CVE vs LEN
-18.1%
+75.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -16.1% | +2.1% | -18.2% | -16.2% |
| 30D | -10.4% | +16.6% | -26.9% | -10.9% |
| 3M | -2.4% | +5.3% | -7.7% | -2.6% |
| 6M | -4.4% | -0.8% | -3.7% | -4.3% |
| YTD | +64.9% | -11.7% | +76.7% | +67.7% |
| 1Y | +66.0% | -24.6% | +90.6% | +73.0% |
| 3Y | +57.7% | -18.7% | +76.3% | +51.6% |
| All | +57.7% | -18.1% | +75.8% | +51.6% |
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