+62.6%
CSGP vs LEN
+142.4%
-79.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.1% | -6.4% | -0.7% | -5.0% |
| 30D | +3.6% | +15.6% | -12.0% | -1.0% |
| 3M | -2.7% | -0.8% | -2.0% | -2.5% |
| 6M | -8.0% | +0.4% | -8.4% | -8.8% |
| YTD | -55.0% | -14.1% | -40.8% | -53.7% |
| 1Y | -55.8% | -29.6% | -26.1% | -51.5% |
| 3Y | -62.0% | -23.1% | -38.9% | -60.5% |
| 5Y | -62.9% | -8.9% | -54.0% | -64.6% |
| 10Y | +62.6% | +146.2% | -83.6% | +1.5% |
| All | +62.6% | +142.4% | -79.7% | +1.5% |
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