+32.1%
CVS vs LIN
+36.4%
-4.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -7.1% | +0.2% | -7.3% | -7.2% |
| 30D | -4.0% | +6.5% | -10.4% | -5.7% |
| 3M | -12.2% | +5.5% | -17.7% | -13.6% |
| 6M | -2.2% | +3.3% | -5.5% | -3.3% |
| YTD | +8.9% | +22.0% | -13.1% | +2.1% |
| 1Y | +9.9% | +25.7% | -15.9% | +2.0% |
| 3Y | +32.1% | +36.2% | -4.1% | +24.7% |
| All | +32.1% | +36.4% | -4.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling