-8.4%
CVE vs LEN
+9.1%
-17.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -3.0% |
| 7D | -14.1% | +7.2% | -21.2% | -11.5% |
| 30D | -11.6% | +19.1% | -30.7% | -5.8% |
| 3M | 0.0% | +4.9% | -4.9% | +1.6% |
| 6M | -8.4% | +7.6% | -16.0% | -3.2% |
| All | -8.4% | +9.1% | -17.5% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling