-63.2%
CSGP vs LEN
-4.6%
-58.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -3.5% |
| 7D | +1.3% | +2.1% | -0.8% | +0.5% |
| 30D | +10.7% | +16.6% | -5.9% | +4.6% |
| 3M | +3.3% | +5.3% | -2.0% | +1.0% |
| 6M | -10.3% | -0.8% | -9.6% | -11.0% |
| YTD | -54.6% | -11.7% | -42.8% | -53.6% |
| 1Y | -54.6% | -24.6% | -30.0% | -50.7% |
| 3Y | -60.3% | -18.7% | -41.7% | -60.7% |
| All | -63.2% | -4.6% | -58.6% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling