-63.1%
CSGP vs LEN
-13.2%
-49.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | -5.8% | +7.1% | +3.7% |
| 30D | +2.8% | +13.7% | -10.9% | -1.9% |
| 3M | -6.3% | -3.9% | -2.5% | -5.1% |
| 6M | -3.2% | -0.4% | -2.8% | -4.0% |
| YTD | -54.0% | -16.8% | -37.1% | -51.9% |
| 1Y | -54.8% | -29.5% | -25.3% | -49.5% |
| 3Y | -60.6% | -25.6% | -35.0% | -59.4% |
| All | -63.1% | -13.2% | -49.8% | -68.5% |
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