+15.8%
LIN vs CAI
-11.3%
+27.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | +0.2% | -8.0% | +8.2% | +0.2% |
| 30D | +6.2% | -18.9% | +25.0% | +6.1% |
| 3M | +9.3% | +7.6% | +1.7% | +9.2% |
| 6M | +4.4% | +43.0% | -38.6% | +4.3% |
| YTD | +23.7% | -11.2% | +34.9% | +24.5% |
| 1Y | +23.5% | -3.3% | +26.7% | +23.8% |
| All | +15.8% | -11.3% | +27.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling