-7.1%
CMG vs LEN
-41.0%
+33.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -2.1% | -4.8% | +2.7% | -1.2% |
| 30D | +10.9% | -6.6% | +17.5% | +12.3% |
| 3M | +15.8% | -15.7% | +31.5% | +19.5% |
| 6M | +6.9% | -16.6% | +23.6% | +10.3% |
| YTD | -2.2% | -21.3% | +19.2% | +0.9% |
| 1Y | -7.1% | -42.0% | +35.0% | +2.3% |
| All | -7.1% | -41.0% | +33.9% | +2.3% |
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