-22.8%
LEN vs CAI
-11.0%
-11.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.5% |
| 7D | -7.8% | -5.1% | -2.7% | -7.3% |
| 30D | -11.0% | +3.9% | -14.9% | -11.5% |
| 3M | -12.8% | +40.1% | -52.9% | -16.1% |
| 6M | -20.2% | +29.7% | -49.9% | -23.4% |
| YTD | -23.0% | -10.9% | -12.1% | -23.6% |
| 1Y | -41.8% | -28.0% | -13.8% | -40.9% |
| All | -22.8% | -11.0% | -11.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling