+28.1%
CVS vs LIN
+38.0%
-9.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -10.0% | +3.6% | -13.6% | -10.9% |
| 30D | -5.2% | +6.4% | -11.6% | -6.9% |
| 3M | -17.4% | +6.5% | -23.9% | -18.8% |
| 6M | +2.1% | +4.9% | -2.7% | +0.6% |
| YTD | +5.6% | +23.4% | -17.8% | -1.2% |
| 1Y | +6.7% | +26.3% | -19.6% | -1.0% |
| All | +28.1% | +38.0% | -9.9% | +20.6% |
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