+361.3%
LIN vs CDW
+283.9%
+77.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.1% | +3.2% | -5.3% | -3.1% |
| 30D | -2.4% | +9.3% | -11.7% | -5.5% |
| 3M | -5.6% | +9.8% | -15.4% | -9.6% |
| 6M | -3.4% | +23.3% | -26.7% | -13.2% |
| YTD | +13.1% | +13.7% | -0.5% | +4.1% |
| 1Y | +2.5% | -6.5% | +8.9% | +1.1% |
| 3Y | +27.6% | -25.2% | +52.8% | +33.3% |
| 5Y | +63.0% | -19.5% | +82.5% | +60.6% |
| All | +361.3% | +283.9% | +77.3% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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