+3,264.4%
CSGP vs LEN
+708.8%
+2,555.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.1% | -3.2% | -0.9% | -3.2% |
| 30D | +2.3% | -4.9% | +7.2% | +3.8% |
| 3M | -8.2% | -8.5% | +0.3% | -6.2% |
| 6M | -35.1% | -20.7% | -14.4% | -31.3% |
| YTD | -54.0% | -17.4% | -36.6% | -52.2% |
| 1Y | -65.3% | -38.2% | -27.1% | -61.0% |
| 3Y | -62.6% | -24.9% | -37.7% | -60.9% |
| 5Y | -64.8% | -11.4% | -53.4% | -65.3% |
| 10Y | +45.1% | +110.0% | -64.9% | +5.2% |
| All | +3,264.4% | +708.8% | +2,555.5% | +1,074.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling