+11.7%
CMI vs LEN
-21.9%
+33.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.1% | -12.8% | -7.0% |
| 7D | -11.2% | +10.5% | -21.7% | -13.0% |
| 30D | -9.8% | +24.6% | -34.5% | -14.3% |
| 3M | -25.5% | +6.6% | -32.2% | -26.5% |
| 6M | -27.7% | +10.6% | -38.3% | -29.7% |
| YTD | -6.6% | -8.3% | +1.7% | -5.3% |
| 1Y | +11.7% | -22.5% | +34.2% | +19.0% |
| All | +11.7% | -21.9% | +33.5% | +19.0% |
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 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