+65.2%
CSGP vs LEN
+148.4%
-83.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -3.7% |
| 7D | +1.3% | +2.1% | -0.8% | +0.6% |
| 30D | +10.7% | +16.6% | -5.9% | +5.6% |
| 3M | +3.3% | +5.3% | -2.0% | +1.4% |
| 6M | -10.3% | -0.8% | -9.6% | -10.8% |
| YTD | -54.6% | -11.7% | -42.8% | -53.7% |
| 1Y | -54.6% | -24.6% | -30.0% | -51.4% |
| 3Y | -60.3% | -18.7% | -41.7% | -59.6% |
| 5Y | -63.3% | -4.4% | -58.9% | -65.5% |
| All | +65.2% | +148.4% | -83.2% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling