+10,545.1%
LIN vs CAG
+408.9%
+10,136.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.1% | -3.8% | +1.7% | -1.1% |
| 30D | -2.4% | +3.1% | -5.6% | -3.3% |
| 3M | -5.6% | +23.5% | -29.1% | -10.9% |
| 6M | -3.4% | -14.8% | +11.5% | 0.0% |
| YTD | +13.1% | -5.4% | +18.5% | +13.6% |
| 1Y | +2.5% | -11.8% | +14.3% | +4.6% |
| 3Y | +27.6% | -36.7% | +64.3% | +40.3% |
| 5Y | +63.0% | -40.3% | +103.3% | +80.7% |
| 10Y | +359.3% | -37.0% | +396.3% | +377.5% |
| All | +10,545.1% | +408.9% | +10,136.2% | +6,179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 all: compounded portfolio wealth divided by compounded CAG 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…
all analysis · Full analysis span regression · 6 months rolling