+417.5%
LIN vs CCL
-30.2%
+447.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.2% | +3.1% | -2.9% | -0.3% |
| 30D | +6.5% | +13.7% | -7.2% | +4.3% |
| 3M | +5.5% | +3.8% | +1.7% | +4.5% |
| 6M | +3.3% | +9.3% | -5.9% | +1.2% |
| YTD | +22.0% | -1.1% | +23.1% | +20.2% |
| 1Y | +25.7% | +14.6% | +11.2% | +20.8% |
| 3Y | +36.2% | +146.4% | -110.2% | +12.1% |
| 5Y | +66.1% | +21.9% | +44.2% | +45.1% |
| All | +417.5% | -30.2% | +447.7% | +368.5% |
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