+31.9%
CVS vs LIN
+61.6%
-29.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.0% | -2.1% | +6.1% | +4.6% |
| 30D | -2.4% | -2.4% | 0.0% | -1.7% |
| 3M | +2.7% | -5.6% | +8.2% | +4.3% |
| 6M | +21.9% | -3.4% | +25.3% | +22.8% |
| YTD | +24.7% | +13.1% | +11.6% | +19.2% |
| 1Y | +35.4% | +2.5% | +33.0% | +33.6% |
| 3Y | +65.2% | +27.6% | +37.6% | +50.5% |
| All | +31.9% | +61.6% | -29.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling