+98.3%
CRS vs LEN
-37.1%
+135.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.6% |
| 30D | -16.6% | -4.9% | -11.7% | -15.5% |
| 3M | -3.5% | -8.5% | +5.0% | -1.3% |
| 6M | +15.4% | -20.7% | +36.1% | +18.6% |
| YTD | +51.2% | -17.4% | +68.6% | +54.3% |
| 1Y | +98.3% | -38.2% | +136.5% | +113.7% |
| All | +98.3% | -37.1% | +135.4% | +113.7% |
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