+68.5%
LIN vs CCI
-35.6%
+104.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +2.1% | +2.5% | -0.4% | +1.6% |
| 30D | +6.8% | +14.4% | -7.7% | +3.7% |
| 3M | +10.4% | +21.7% | -11.3% | +5.5% |
| 6M | +3.2% | +4.0% | -0.9% | +1.9% |
| YTD | +24.6% | +6.2% | +18.4% | +21.8% |
| 1Y | +24.4% | +5.4% | +19.0% | +21.8% |
| 3Y | +36.7% | +11.7% | +25.0% | +29.0% |
| All | +68.5% | -35.6% | +104.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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