+60.0%
CSGP vs LEN
+136.9%
-76.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | -5.8% | +7.1% | +3.3% |
| 30D | +2.8% | +13.7% | -10.9% | -1.2% |
| 3M | -6.3% | -3.9% | -2.5% | -5.2% |
| 6M | -3.2% | -0.4% | -2.8% | -3.7% |
| YTD | -54.0% | -16.8% | -37.1% | -52.1% |
| 1Y | -54.8% | -29.5% | -25.3% | -50.5% |
| 3Y | -60.6% | -25.6% | -35.0% | -58.6% |
| 5Y | -62.6% | -13.2% | -49.4% | -63.8% |
| All | +60.0% | +136.9% | -76.9% | +4.3% |
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