-61.5%
CSGP vs LEN
+0.4%
-61.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | +13.9% | +7.2% | +6.7% | +10.9% |
| 30D | +16.0% | +19.1% | -3.1% | +8.7% |
| 3M | +6.1% | +4.9% | +1.2% | +3.8% |
| 6M | -8.2% | +7.6% | -15.7% | -11.8% |
| YTD | -52.3% | -8.9% | -43.4% | -51.9% |
| 1Y | -54.5% | -22.7% | -31.8% | -51.0% |
| 3Y | -58.6% | -16.8% | -41.7% | -59.3% |
| 5Y | -61.5% | -1.4% | -60.1% | -68.7% |
| All | -61.5% | +0.4% | -61.9% | -68.7% |
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