-65.3%
CSGP vs LEN
-37.1%
-28.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -4.1% | -3.2% | -0.9% | -3.7% |
| 30D | +2.3% | -4.9% | +7.2% | +2.9% |
| 3M | -8.2% | -8.5% | +0.3% | -7.8% |
| 6M | -35.1% | -20.7% | -14.4% | -34.1% |
| YTD | -54.0% | -17.4% | -36.6% | -54.1% |
| 1Y | -65.3% | -38.2% | -27.1% | -62.8% |
| All | -65.3% | -37.1% | -28.2% | -62.8% |
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