+150.2%
CMI vs LEN
-28.8%
+179.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +0.3% |
| 7D | +0.8% | -7.8% | +8.6% | +3.3% |
| 30D | -12.8% | -11.0% | -1.8% | -9.7% |
| 3M | -12.4% | -12.8% | +0.3% | -9.2% |
| 6M | -0.9% | -20.2% | +19.3% | +5.6% |
| YTD | +8.9% | -23.0% | +31.9% | +16.6% |
| 1Y | +37.7% | -41.8% | +79.5% | +60.9% |
| All | +150.2% | -28.8% | +179.1% | +161.7% |
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