+103.0%
LEN vs CPAY
+155.2%
-52.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -4.8% | -2.0% | -2.8% | -3.9% |
| 30D | -6.6% | -0.4% | -6.2% | -6.4% |
| 3M | -15.7% | +16.4% | -32.0% | -21.4% |
| 6M | -16.6% | +23.5% | -40.2% | -24.9% |
| YTD | -21.3% | +35.7% | -57.0% | -33.0% |
| 1Y | -42.0% | +30.2% | -72.2% | -49.8% |
| 3Y | -27.9% | +49.7% | -77.6% | -43.4% |
| 5Y | -10.7% | +56.6% | -67.3% | -33.2% |
| All | +103.0% | +155.2% | -52.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling