+165.0%
CMI vs LEN
-11.2%
+176.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -0.7% | -4.8% | +4.0% | +0.7% |
| 30D | -12.4% | -6.6% | -5.8% | -10.7% |
| 3M | -14.8% | -15.7% | +0.9% | -10.6% |
| 6M | +0.8% | -16.6% | +17.4% | +5.9% |
| YTD | +10.2% | -21.3% | +31.5% | +17.3% |
| 1Y | +37.4% | -42.0% | +79.5% | +60.3% |
| 3Y | +153.3% | -27.9% | +181.2% | +167.9% |
| All | +165.0% | -11.2% | +176.2% | +146.5% |
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