+10,197.9%
CRS vs LEN
+10,533.4%
-335.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.7% |
| 30D | -16.6% | -4.9% | -11.7% | -15.5% |
| 3M | -3.5% | -8.5% | +5.0% | -1.2% |
| 6M | +15.4% | -20.7% | +36.1% | +23.5% |
| YTD | +51.2% | -17.4% | +68.6% | +58.8% |
| 1Y | +98.3% | -38.2% | +136.5% | +126.5% |
| 3Y | +651.5% | -24.9% | +676.4% | +687.2% |
| 5Y | +1,411.1% | -11.4% | +1,422.6% | +1,381.9% |
| 10Y | +1,424.3% | +110.0% | +1,314.3% | +1,016.1% |
| All | +10,197.9% | +10,533.4% | -335.5% | +3,669.9% |
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 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