+342.9%
LIN vs CFG
+396.4%
-53.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +1.5% | -3.7% | -2.5% |
| 30D | -2.4% | -3.8% | +1.4% | -1.4% |
| 3M | -5.6% | +11.5% | -17.1% | -8.5% |
| 6M | -3.4% | +19.2% | -22.6% | -8.4% |
| YTD | +13.1% | +23.7% | -10.6% | +5.7% |
| 1Y | +2.5% | +38.8% | -36.4% | -7.6% |
| 3Y | +27.6% | +178.9% | -151.3% | -9.1% |
| 5Y | +63.0% | +101.8% | -38.7% | +25.1% |
| 10Y | +359.3% | +317.3% | +42.0% | +155.3% |
| All | +342.9% | +396.4% | -53.4% | +136.1% |
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 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