+1,401.6%
CRS vs LEN
-13.7%
+1,415.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.9% |
| 7D | -4.1% | -7.8% | +3.6% | -1.2% |
| 30D | -16.6% | -11.0% | -5.6% | -13.0% |
| 3M | -14.3% | -12.8% | -1.5% | -10.3% |
| 6M | +11.6% | -20.2% | +31.8% | +20.5% |
| YTD | +42.6% | -23.0% | +65.6% | +54.5% |
| 1Y | +81.8% | -41.8% | +123.6% | +117.4% |
| 3Y | +632.1% | -28.8% | +660.9% | +655.3% |
| 5Y | +1,401.6% | -12.6% | +1,414.2% | +1,240.7% |
| All | +1,401.6% | -13.7% | +1,415.3% | +1,240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling