+4,009.7%
COP vs LIN
+9,840.7%
-5,831.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +3.0% | -2.1% | +5.1% | +3.9% |
| 30D | +17.5% | -2.4% | +19.9% | +18.7% |
| 3M | +13.4% | -5.6% | +18.9% | +15.7% |
| 6M | +17.7% | -3.4% | +21.1% | +18.7% |
| YTD | +46.6% | +13.1% | +33.5% | +38.1% |
| 1Y | +44.6% | +2.5% | +42.1% | +41.7% |
| 3Y | +20.7% | +27.6% | -6.9% | +6.8% |
| 5Y | +185.0% | +63.0% | +122.0% | +123.6% |
| 10Y | +347.0% | +359.3% | -12.3% | +133.3% |
| All | +4,009.7% | +9,840.7% | -5,831.0% | +1,153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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