+4,091.7%
COP vs LIN
+10,822.5%
-6,730.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.7% | -6.3% |
| 7D | -8.1% | +3.3% | -11.4% | -9.5% |
| 30D | +6.7% | +8.8% | -2.1% | +2.8% |
| 3M | +16.9% | +8.6% | +8.3% | +12.5% |
| 6M | +11.2% | +7.0% | +4.2% | +7.3% |
| YTD | +49.5% | +24.3% | +25.2% | +35.0% |
| 1Y | +60.7% | +27.3% | +33.4% | +43.4% |
| 3Y | +24.9% | +38.9% | -14.0% | +6.6% |
| 5Y | +121.7% | +69.4% | +52.3% | +71.0% |
| 10Y | +333.8% | +440.7% | -107.0% | +111.4% |
| All | +4,091.7% | +10,822.5% | -6,730.8% | +1,125.4% |
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