-55.8%
CSGP vs LEN
-28.8%
-27.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.1% | -6.4% | -0.7% | -5.6% |
| 30D | +3.6% | +15.6% | -12.0% | +1.3% |
| 3M | -2.7% | -0.8% | -2.0% | -3.7% |
| 6M | -8.0% | +0.4% | -8.4% | -9.2% |
| YTD | -55.0% | -14.1% | -40.8% | -56.0% |
| 1Y | -55.8% | -29.6% | -26.1% | -55.0% |
| All | -55.8% | -28.8% | -27.0% | -55.0% |
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 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