-27.9%
LEN vs CNI
+19.7%
-47.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.6% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -6.6% | -2.7% | -3.9% | -5.0% |
| 3M | -15.7% | +3.9% | -19.6% | -17.9% |
| 6M | -16.6% | +16.4% | -33.0% | -24.6% |
| YTD | -21.3% | +25.8% | -47.1% | -32.3% |
| 1Y | -42.0% | +32.4% | -74.4% | -51.9% |
| 3Y | -27.9% | +19.1% | -47.0% | -37.7% |
| All | -27.9% | +19.7% | -47.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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