+11,385.0%
LIN vs CAH
+8,712.2%
+2,672.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +0.2% | +8.5% | -8.3% | -2.0% |
| 30D | +6.5% | +17.0% | -10.6% | +2.0% |
| 3M | +5.5% | +14.3% | -8.9% | +1.5% |
| 6M | +3.3% | +42.2% | -38.9% | -6.4% |
| YTD | +22.0% | +33.2% | -11.1% | +11.9% |
| 1Y | +25.7% | +38.2% | -12.5% | +14.1% |
| 3Y | +36.2% | +178.4% | -142.1% | +0.4% |
| 5Y | +66.1% | +505.8% | -439.7% | -2.2% |
| 10Y | +431.0% | +447.7% | -16.7% | +204.6% |
| All | +11,385.0% | +8,712.2% | +2,672.9% | +3,665.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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