+61.9%
LIN vs CHRW
+83.1%
-21.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -2.4% | -3.5% | +1.0% | -2.1% |
| 3M | -5.6% | -19.4% | +13.8% | -3.6% |
| 6M | -3.4% | -21.4% | +18.0% | -1.2% |
| YTD | +13.1% | -7.1% | +20.2% | +12.6% |
| 1Y | +2.5% | +17.8% | -15.4% | -1.6% |
| 3Y | +27.6% | +78.8% | -51.2% | +14.3% |
| All | +61.9% | +83.1% | -21.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling