+52.0%
CVS vs LIN
+430.8%
-378.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | -0.3% | +7.6% | -7.9% | -3.4% |
| 3M | -10.3% | +6.5% | -16.8% | -12.8% |
| 6M | -4.6% | +6.2% | -10.8% | -7.4% |
| YTD | +10.7% | +23.2% | -12.5% | +0.8% |
| 1Y | +11.2% | +25.4% | -14.2% | +0.4% |
| 3Y | +43.0% | +38.3% | +4.7% | +22.6% |
| 5Y | +8.6% | +64.4% | -55.8% | -15.2% |
| 10Y | +52.0% | +417.3% | -365.4% | -24.5% |
| All | +52.0% | +430.8% | -378.9% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling