+386.7%
LIN vs CFG
+365.8%
+20.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.9% |
| 7D | +3.3% | +1.8% | +1.5% | +2.7% |
| 30D | +8.8% | +3.3% | +5.5% | +7.8% |
| 3M | +8.6% | -9.8% | +18.5% | +11.6% |
| 6M | +7.0% | +5.2% | +1.8% | +5.1% |
| YTD | +24.3% | +16.1% | +8.2% | +18.1% |
| 1Y | +27.3% | +33.7% | -6.4% | +16.0% |
| 3Y | +38.9% | +181.2% | -142.3% | -1.2% |
| 5Y | +69.4% | +69.1% | +0.2% | +37.1% |
| 10Y | +440.7% | +264.3% | +176.5% | +212.8% |
| All | +386.7% | +365.8% | +20.9% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling