+61.9%
LIN vs CCI
-51.4%
+113.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -2.4% | +2.7% | -5.1% | -3.0% |
| 3M | -5.6% | -18.2% | +12.6% | -1.4% |
| 6M | -3.4% | -14.8% | +11.4% | -0.3% |
| YTD | +13.1% | -12.6% | +25.7% | +15.6% |
| 1Y | +2.5% | -16.7% | +19.2% | +5.9% |
| 3Y | +27.6% | -10.5% | +38.1% | +26.8% |
| All | +61.9% | -51.4% | +113.3% | +90.8% |
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