+15.5%
CVS vs LIN
+25.4%
-9.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +12.0% | +0.3% | +11.6% | +11.9% |
| 30D | +2.8% | +8.0% | -5.3% | +1.8% |
| 3M | -3.6% | +7.7% | -11.3% | -4.5% |
| 6M | -1.6% | +5.1% | -6.7% | -2.1% |
| YTD | +16.3% | +24.7% | -8.4% | +13.6% |
| 1Y | +15.5% | +25.1% | -9.6% | +12.5% |
| All | +15.5% | +25.4% | -9.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling