+473.2%
CMS vs LEN
+11,627.0%
-11,153.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -1.3% | +4.5% | -5.8% | -2.1% |
| 6M | -2.7% | +4.9% | -7.6% | -3.7% |
| YTD | +2.6% | -8.9% | +11.5% | +3.0% |
| 1Y | -2.0% | -23.0% | +21.0% | +0.4% |
| 3Y | +39.6% | -16.7% | +56.3% | +39.9% |
| 5Y | +35.3% | -4.5% | +39.8% | +31.3% |
| 10Y | +132.3% | +162.2% | -29.8% | +89.1% |
| All | +473.2% | +11,627.0% | -11,153.8% | +181.4% |
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 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