-20.4%
LEN vs CAI
-8.1%
-12.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -8.9% | +9.1% | -18.0% | -9.8% |
| 3M | -10.9% | +53.8% | -64.7% | -15.1% |
| 6M | -19.7% | +33.5% | -53.2% | -23.1% |
| YTD | -20.6% | -8.0% | -12.6% | -21.5% |
| 1Y | -42.4% | -28.7% | -13.7% | -41.4% |
| All | -20.4% | -8.1% | -12.3% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling