-29.5%
LEN vs CPAY
+49.2%
-78.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -7.8% | -2.7% | -5.1% | -6.9% |
| 30D | -11.0% | +0.6% | -11.6% | -11.2% |
| 3M | -12.8% | +17.0% | -29.8% | -17.4% |
| 6M | -20.2% | +24.1% | -44.3% | -26.2% |
| YTD | -23.0% | +35.7% | -58.8% | -32.0% |
| 1Y | -41.8% | +34.0% | -75.8% | -48.4% |
| All | -29.5% | +49.2% | -78.6% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling