-37.7%
CAG vs LEN
+108.0%
-145.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -5.7% | -4.8% | -0.9% | -5.1% |
| 30D | -2.4% | -6.6% | +4.2% | -1.5% |
| 3M | +9.8% | -15.7% | +25.5% | +12.2% |
| 6M | -10.8% | -16.6% | +5.8% | -8.9% |
| YTD | -10.8% | -21.3% | +10.5% | -8.3% |
| 1Y | -19.0% | -42.0% | +23.1% | -13.5% |
| 3Y | -39.7% | -27.9% | -11.8% | -37.9% |
| 5Y | -43.0% | -10.7% | -32.3% | -43.6% |
| All | -37.7% | +108.0% | -145.7% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling