-5.0%
CMG vs LEN
-13.7%
+8.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.4% |
| 7D | -3.8% | -7.8% | +3.9% | -1.5% |
| 30D | +12.9% | -11.0% | +23.9% | +16.9% |
| 3M | +18.8% | -12.8% | +31.6% | +23.0% |
| 6M | +4.1% | -20.2% | +24.3% | +10.5% |
| YTD | -2.4% | -23.0% | +20.7% | +4.2% |
| 1Y | -6.7% | -41.8% | +35.2% | +8.8% |
| 3Y | -7.1% | -28.8% | +21.7% | -6.4% |
| 5Y | -5.0% | -12.6% | +7.6% | -18.3% |
| All | -5.0% | -13.7% | +8.7% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling