+3,700.7%
LIN vs CCI
+1,139.9%
+2,560.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +1.6% |
| 7D | +3.3% | +5.0% | -1.8% | +2.4% |
| 30D | +8.8% | +36.4% | -27.6% | +3.2% |
| 3M | +8.6% | +20.4% | -11.8% | +5.0% |
| 6M | +7.0% | +4.9% | +2.1% | +5.5% |
| YTD | +24.3% | +7.8% | +16.5% | +21.7% |
| 1Y | +27.3% | +7.3% | +20.0% | +24.6% |
| 3Y | +38.9% | +10.1% | +28.8% | +34.5% |
| 5Y | +69.4% | -34.8% | +104.2% | +77.0% |
| 10Y | +440.7% | +60.4% | +380.4% | +392.6% |
| All | +3,700.7% | +1,139.9% | +2,560.8% | +2,373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling