+16.7%
LIN vs CAI
-9.3%
+26.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.3% | -26.3% | +26.6% | +0.3% |
| 30D | +8.0% | -17.5% | +25.6% | +8.0% |
| 3M | +7.7% | +5.8% | +1.9% | +7.6% |
| 6M | +5.1% | +53.6% | -48.6% | +5.0% |
| YTD | +24.7% | -9.2% | +33.9% | +25.5% |
| 1Y | +25.1% | -2.7% | +27.8% | +25.5% |
| All | +16.7% | -9.3% | +26.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling