+61.2%
CVS vs LIN
+420.6%
-359.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | +3.3% | +6.2% | -2.9% | +0.6% |
| 3M | -4.5% | +9.3% | -13.9% | -8.1% |
| 6M | -4.4% | +4.4% | -8.7% | -6.5% |
| YTD | +16.6% | +23.7% | -7.1% | +6.0% |
| 1Y | +15.3% | +23.5% | -8.1% | +4.8% |
| 3Y | +48.6% | +35.8% | +12.8% | +28.4% |
| 5Y | +12.9% | +65.9% | -53.0% | -12.2% |
| All | +61.2% | +420.6% | -359.4% | -19.1% |
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 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