+136.0%
CMS vs LEN
+142.4%
-6.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | -6.4% | +5.2% | -0.2% |
| 30D | +6.6% | +15.6% | -9.1% | +4.2% |
| 3M | +0.8% | -0.8% | +1.6% | +0.6% |
| 6M | -3.3% | +0.4% | -3.7% | -3.9% |
| YTD | +2.7% | -14.1% | +16.9% | +4.0% |
| 1Y | -4.0% | -29.6% | +25.6% | -0.1% |
| 3Y | +37.6% | -23.1% | +60.7% | +39.3% |
| 5Y | +35.4% | -8.9% | +44.3% | +31.1% |
| 10Y | +136.0% | +146.2% | -10.2% | +89.1% |
| All | +136.0% | +142.4% | -6.3% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling