+480.8%
LIN vs CDW
+1,010.9%
-530.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | -1.2% |
| 7D | +3.3% | +3.7% | -0.5% | +1.8% |
| 30D | +8.8% | +26.0% | -17.2% | +1.0% |
| 3M | +8.6% | +10.1% | -1.5% | +4.2% |
| 6M | +7.0% | +26.1% | -19.1% | -3.9% |
| YTD | +24.3% | +25.9% | -1.6% | +10.6% |
| 1Y | +27.3% | +21.5% | +5.7% | +14.5% |
| 3Y | +38.9% | -15.7% | +54.7% | +38.2% |
| 5Y | +69.4% | -2.3% | +71.7% | +55.9% |
| 10Y | +440.7% | +337.4% | +103.3% | +213.5% |
| All | +480.8% | +1,010.9% | -530.1% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling