+417.3%
LIN vs CFG
+248.3%
+169.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | +0.2% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | +7.6% | +3.2% | +4.3% | +6.6% |
| 3M | +6.5% | -9.7% | +16.2% | +9.3% |
| 6M | +6.2% | +3.6% | +2.6% | +4.7% |
| YTD | +23.2% | +14.7% | +8.5% | +17.5% |
| 1Y | +25.4% | +29.6% | -4.2% | +15.4% |
| 3Y | +38.3% | +190.6% | -152.3% | -2.4% |
| 5Y | +64.4% | +67.1% | -2.7% | +33.9% |
| 10Y | +417.3% | +237.0% | +180.3% | +240.1% |
| All | +417.3% | +248.3% | +169.1% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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