-4.5%
CRS vs LEN
-21.9%
+17.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.6% | -2.3% |
| 7D | +4.3% | +10.5% | -6.2% | +3.1% |
| 30D | -25.5% | +24.6% | -50.1% | -28.1% |
| 3M | -48.7% | +6.6% | -55.3% | -48.5% |
| 6M | -31.6% | +10.6% | -42.3% | -32.1% |
| YTD | -7.0% | -8.3% | +1.3% | -5.8% |
| 1Y | -4.5% | -22.5% | +18.0% | -2.1% |
| All | -4.5% | -21.9% | +17.4% | -2.1% |
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