-3.1%
CMS vs LEN
-22.9%
+19.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +7.1% | +19.4% | -12.4% | +5.2% |
| 3M | -1.3% | +4.5% | -5.8% | -2.0% |
| 6M | -2.7% | +4.9% | -7.6% | -3.6% |
| YTD | +2.6% | -8.9% | +11.5% | +3.0% |
| All | -3.1% | -22.9% | +19.8% | -1.4% |
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