-29.6%
CLS vs LEN
-21.9%
-7.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.1% | -16.1% | -9.7% |
| 7D | -21.1% | +10.5% | -31.6% | -22.3% |
| 30D | -38.2% | +24.6% | -62.9% | -41.0% |
| 3M | -36.3% | +6.6% | -42.9% | -36.7% |
| 6M | -43.8% | +10.6% | -54.5% | -44.8% |
| YTD | -20.0% | -8.3% | -11.7% | -18.4% |
| 1Y | -29.6% | -22.5% | -7.1% | -28.9% |
| All | -29.6% | -21.9% | -7.7% | -28.9% |
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 · 6 months rolling