+423.5%
LIN vs CFG
+245.9%
+177.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | +0.2% |
| 7D | +3.6% | -2.2% | +5.8% | +4.2% |
| 30D | +6.4% | +0.4% | +6.0% | +6.2% |
| 3M | +6.5% | -12.6% | +19.1% | +10.3% |
| 6M | +4.9% | +0.6% | +4.2% | +4.2% |
| YTD | +23.4% | +12.4% | +11.0% | +18.4% |
| 1Y | +26.3% | +27.7% | -1.4% | +16.7% |
| 3Y | +38.0% | +172.4% | -134.4% | -0.7% |
| 5Y | +68.0% | +64.0% | +4.0% | +37.6% |
| All | +423.5% | +245.9% | +177.6% | +243.6% |
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