+3,323.9%
LIN vs CHRW
+4,173.0%
-849.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -2.4% | -3.5% | +1.0% | -1.6% |
| 3M | -5.6% | -19.4% | +13.8% | -0.9% |
| 6M | -3.4% | -21.4% | +18.0% | +1.5% |
| YTD | +13.1% | -7.1% | +20.2% | +12.5% |
| 1Y | +2.5% | +17.8% | -15.4% | -5.5% |
| 3Y | +27.6% | +78.8% | -51.2% | +1.1% |
| 5Y | +63.0% | +83.5% | -20.5% | +25.2% |
| 10Y | +359.3% | +160.2% | +199.0% | +209.0% |
| All | +3,323.9% | +4,173.0% | -849.0% | +1,139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling