-54.9%
CSGP vs LEN
-27.0%
-27.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -1.6% |
| 7D | -3.2% | +0.7% | -3.8% | -3.2% |
| 30D | +2.2% | +13.0% | -10.8% | +0.1% |
| 3M | -3.7% | +1.9% | -5.5% | -4.7% |
| 6M | -7.4% | -0.7% | -6.7% | -8.7% |
| YTD | -54.9% | -13.8% | -41.1% | -56.0% |
| 1Y | -54.9% | -28.1% | -26.8% | -54.3% |
| All | -54.9% | -27.0% | -27.8% | -54.3% |
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 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