+320.2%
CVE vs LEN
-10.8%
+330.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +2.5% | -3.2% | +5.7% | +2.9% |
| 30D | +16.7% | -4.9% | +21.6% | +17.3% |
| 3M | +9.3% | -8.5% | +17.8% | +10.1% |
| 6M | +43.6% | -20.7% | +64.3% | +47.9% |
| YTD | +93.6% | -17.4% | +111.0% | +97.5% |
| 1Y | +98.8% | -38.2% | +137.0% | +113.2% |
| 3Y | +73.6% | -24.9% | +98.5% | +75.0% |
| All | +320.2% | -10.8% | +330.9% | +316.3% |
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