+1,767.1%
CVS vs LEN
+10,606.4%
-8,839.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.6% | -5.8% | +12.3% | +7.5% |
| 30D | -0.4% | +13.7% | -14.2% | -3.0% |
| 3M | -5.3% | -3.9% | -1.4% | -5.3% |
| 6M | -7.7% | -0.4% | -7.3% | -8.6% |
| YTD | +16.0% | -16.8% | +32.9% | +17.8% |
| 1Y | +16.2% | -29.5% | +45.7% | +20.9% |
| 3Y | +47.6% | -25.6% | +73.2% | +49.8% |
| 5Y | +12.3% | -13.2% | +25.6% | +9.1% |
| 10Y | +62.4% | +138.5% | -76.1% | +26.4% |
| All | +1,767.1% | +10,606.4% | -8,839.3% | +560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling