+37.3%
CMS vs LEN
-24.6%
+61.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -3.2% | +3.6% | +0.8% |
| 30D | -3.6% | -4.9% | +1.3% | -3.0% |
| 3M | -1.9% | -8.5% | +6.6% | -1.0% |
| 6M | -11.0% | -20.7% | +9.7% | -8.6% |
| YTD | +0.2% | -17.4% | +17.6% | +2.1% |
| 1Y | -1.3% | -38.2% | +36.9% | +4.4% |
| All | +37.3% | -24.6% | +61.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling