-70.5%
CBRS vs LEN
+9.2%
-79.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.1% | -13.2% | -4.3% |
| 7D | -18.4% | +10.5% | -28.9% | -16.4% |
| 30D | -49.4% | +24.6% | -74.1% | -47.0% |
| 3M | -59.6% | +6.6% | -66.2% | -58.9% |
| All | -70.5% | +9.2% | -79.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · Available span rolling