-42.6%
CAG vs LEN
-13.7%
-28.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.1% |
| 7D | -5.9% | -7.8% | +1.9% | -4.6% |
| 30D | -1.5% | -11.0% | +9.5% | +0.4% |
| 3M | +11.5% | -12.8% | +24.2% | +13.8% |
| 6M | -15.7% | -20.2% | +4.5% | -12.9% |
| YTD | -10.2% | -23.0% | +12.8% | -6.7% |
| 1Y | -18.1% | -41.8% | +23.8% | -11.4% |
| 3Y | -39.4% | -28.8% | -10.6% | -37.0% |
| 5Y | -42.6% | -12.6% | -30.0% | -45.7% |
| All | -42.6% | -13.7% | -28.9% | -45.7% |
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