+4,100.0%
CMG vs LEN
+70.2%
+4,029.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.1% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | +12.7% | -8.9% | +21.6% | +15.6% |
| 3M | +26.3% | -10.9% | +37.2% | +29.7% |
| 6M | +4.5% | -19.7% | +24.2% | +10.2% |
| YTD | -0.1% | -20.6% | +20.5% | +5.2% |
| 1Y | -6.8% | -42.4% | +35.6% | +7.2% |
| 3Y | -5.0% | -26.5% | +21.6% | -1.1% |
| 5Y | -3.0% | -10.9% | +7.9% | -6.0% |
| 10Y | +323.6% | +100.6% | +222.9% | +202.9% |
| All | +4,100.0% | +70.2% | +4,029.8% | +2,448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling