+3,446.1%
CSGP vs LEN
+798.0%
+2,648.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.1% | -3.1% | +2.0% |
| 7D | +18.3% | +10.5% | +7.8% | +15.1% |
| 30D | +17.8% | +24.6% | -6.9% | +10.9% |
| 3M | +9.3% | +6.6% | +2.6% | +7.2% |
| 6M | -7.9% | +10.6% | -18.6% | -11.1% |
| YTD | -51.5% | -8.3% | -43.2% | -51.2% |
| 1Y | -53.3% | -22.5% | -30.8% | -50.8% |
| 3Y | -57.9% | -16.3% | -41.6% | -57.3% |
| 5Y | -61.3% | +2.1% | -63.4% | -63.3% |
| 10Y | +77.5% | +162.0% | -84.4% | +21.0% |
| All | +3,446.1% | +798.0% | +2,648.2% | +1,100.6% |
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