-4.7%
CMS vs LEN
-31.8%
+27.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -1.3% | -8.7% | +7.5% | -0.4% |
| 30D | +5.3% | +11.6% | -6.3% | +4.2% |
| 3M | -0.3% | -1.3% | +0.9% | -0.5% |
| 6M | -4.0% | -1.4% | -2.6% | -4.3% |
| YTD | +2.1% | -16.9% | +19.0% | +3.5% |
| 1Y | -4.7% | -31.2% | +26.4% | -2.2% |
| All | -4.7% | -31.8% | +27.1% | -2.2% |
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