-7.6%
CMG vs LEN
-26.2%
+18.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.5% | -3.4% | -3.1% | -5.9% |
| 30D | +12.1% | -5.7% | +17.8% | +13.3% |
| 3M | +20.6% | -12.2% | +32.8% | +23.2% |
| 6M | +2.1% | -18.3% | +20.4% | +5.6% |
| YTD | -2.6% | -20.2% | +17.6% | +0.8% |
| 1Y | -8.7% | -40.1% | +31.4% | -0.3% |
| All | -7.6% | -26.2% | +18.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling