-65.0%
CBRS vs LEN
-1.0%
-64.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +21.2% | -5.8% | +27.0% | +19.7% |
| 30D | -23.2% | +13.7% | -36.9% | -21.3% |
| 3M | -52.9% | -3.9% | -49.1% | -53.3% |
| All | -65.0% | -1.0% | -64.1% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling