-10.0%
CRM vs LEN
-21.9%
+11.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +2.2% |
| 7D | -6.2% | +10.5% | -16.7% | -6.1% |
| 30D | -1.2% | +24.6% | -25.8% | -0.9% |
| 3M | +19.1% | +6.6% | +12.5% | +18.4% |
| 6M | +23.0% | +10.6% | +12.3% | +22.8% |
| YTD | -13.7% | -8.3% | -5.4% | -15.9% |
| 1Y | -10.0% | -22.5% | +12.5% | -12.9% |
| All | -10.0% | -21.9% | +11.9% | -12.9% |
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 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