-10.4%
LEN vs CPAY
+55.3%
-65.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -4.8% | -2.0% | -2.8% | -4.0% |
| 30D | -6.6% | -0.4% | -6.2% | -6.4% |
| 3M | -15.7% | +16.4% | -32.0% | -20.9% |
| 6M | -16.6% | +23.5% | -40.2% | -24.1% |
| YTD | -21.3% | +35.7% | -57.0% | -32.1% |
| 1Y | -42.0% | +30.2% | -72.2% | -49.2% |
| 3Y | -27.9% | +49.7% | -77.6% | -43.0% |
| All | -10.4% | +55.3% | -65.7% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling