+37.2%
CVS vs LIN
+424.3%
-387.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | -7.1% | +0.2% | -7.3% | -7.4% |
| 30D | -4.0% | +6.5% | -10.4% | -6.6% |
| 3M | -12.2% | +5.5% | -17.7% | -14.4% |
| 6M | -2.2% | +3.3% | -5.5% | -4.0% |
| YTD | +8.9% | +22.0% | -13.1% | -0.5% |
| 1Y | +9.9% | +25.7% | -15.9% | -1.0% |
| 3Y | +32.1% | +36.2% | -4.1% | +13.9% |
| 5Y | +5.7% | +66.1% | -60.4% | -18.0% |
| All | +37.2% | +424.3% | -387.1% | -31.9% |
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