-20.0%
LEN vs CAI
-11.0%
-9.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -3.4% | -3.1% | -0.3% | -3.1% |
| 30D | -5.7% | +2.7% | -8.3% | -6.1% |
| 3M | -12.2% | +41.7% | -53.9% | -15.7% |
| 6M | -18.3% | +26.5% | -44.8% | -21.3% |
| YTD | -20.2% | -10.9% | -9.3% | -20.8% |
| 1Y | -40.1% | -29.2% | -10.8% | -39.0% |
| All | -20.0% | -11.0% | -9.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling