+467.1%
LEN vs CPAY
+1,528.2%
-1,061.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -2.9% |
| 7D | -2.9% | +0.6% | -3.4% | -3.1% |
| 30D | -8.9% | +3.6% | -12.4% | -10.3% |
| 3M | -10.9% | +16.6% | -27.5% | -17.1% |
| 6M | -19.7% | +29.5% | -49.1% | -29.3% |
| YTD | -20.6% | +35.3% | -55.8% | -32.3% |
| 1Y | -42.4% | +30.6% | -73.1% | -50.3% |
| 3Y | -26.5% | +49.7% | -76.3% | -42.3% |
| 5Y | -10.9% | +54.4% | -65.4% | -32.7% |
| 10Y | +100.6% | +142.8% | -42.2% | +17.7% |
| All | +467.1% | +1,528.2% | -1,061.1% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling