+417.5%
LIN vs CDW
+303.2%
+114.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +0.2% | +2.1% | -1.9% | -0.7% |
| 30D | +6.5% | +14.7% | -8.3% | +1.4% |
| 3M | +5.5% | +11.1% | -5.6% | +0.7% |
| 6M | +3.3% | +45.6% | -42.3% | -11.7% |
| YTD | +22.0% | +17.1% | +4.9% | +10.4% |
| 1Y | +25.7% | +13.2% | +12.6% | +15.0% |
| 3Y | +36.2% | -22.2% | +58.4% | +39.2% |
| 5Y | +66.1% | -10.1% | +76.2% | +55.3% |
| All | +417.5% | +303.2% | +114.3% | +236.8% |
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