+361.3%
LIN vs CCL
-41.6%
+402.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -5.0% | +2.9% | -1.4% |
| 30D | -2.4% | -20.3% | +17.9% | +0.9% |
| 3M | -5.6% | -15.1% | +9.6% | -3.5% |
| 6M | -3.4% | -15.1% | +11.7% | -2.0% |
| YTD | +13.1% | -21.8% | +34.9% | +15.7% |
| 1Y | +2.5% | -24.8% | +27.3% | +5.1% |
| 3Y | +27.6% | +51.9% | -24.3% | +13.3% |
| 5Y | +63.0% | +4.0% | +59.0% | +45.7% |
| All | +361.3% | -41.6% | +402.9% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling