+3,675.3%
LIN vs CCI
+1,123.5%
+2,551.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | +3.6% | +2.4% | +1.2% | +3.2% |
| 30D | +6.4% | +33.2% | -26.8% | +1.3% |
| 3M | +6.5% | +25.0% | -18.5% | +2.4% |
| 6M | +4.9% | +4.8% | +0.1% | +3.4% |
| YTD | +23.4% | +6.4% | +17.1% | +21.1% |
| 1Y | +26.3% | +6.5% | +19.9% | +23.9% |
| 3Y | +38.0% | +8.6% | +29.4% | +33.9% |
| 5Y | +68.0% | -35.3% | +103.3% | +75.8% |
| 10Y | +437.1% | +58.2% | +378.9% | +390.3% |
| All | +3,675.3% | +1,123.5% | +2,551.8% | +2,361.8% |
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 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