+465.5%
CMS vs LEN
+11,263.3%
-10,797.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | -1.3% | +2.1% | -3.4% | -1.6% |
| 30D | +6.3% | +16.6% | -10.2% | +4.1% |
| 3M | -2.1% | +5.3% | -7.4% | -3.0% |
| 6M | -5.1% | -0.8% | -4.3% | -5.5% |
| YTD | +1.3% | -11.7% | +13.0% | +2.1% |
| 1Y | -1.4% | -24.6% | +23.2% | +1.3% |
| 3Y | +36.9% | -18.7% | +55.6% | +37.7% |
| 5Y | +32.5% | -4.4% | +37.0% | +28.6% |
| 10Y | +126.8% | +152.2% | -25.4% | +85.6% |
| All | +465.5% | +11,263.3% | -10,797.7% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling