+132.3%
CMS vs LEN
+166.0%
-33.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +7.1% | +19.4% | -12.4% | +4.3% |
| 3M | -1.3% | +4.5% | -5.8% | -2.2% |
| 6M | -2.7% | +4.9% | -7.6% | -3.8% |
| YTD | +2.6% | -8.9% | +11.5% | +3.1% |
| 1Y | -2.0% | -23.0% | +21.0% | +0.7% |
| 3Y | +39.6% | -16.7% | +56.3% | +39.7% |
| 5Y | +35.3% | -4.5% | +39.8% | +30.1% |
| 10Y | +132.3% | +162.2% | -29.8% | +85.7% |
| All | +132.3% | +166.0% | -33.7% | +85.7% |
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 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