+61.9%
LIN vs CNH
+11.5%
+50.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.9% |
| 7D | -2.1% | +23.3% | -25.4% | -6.9% |
| 30D | -2.4% | +33.5% | -35.9% | -9.1% |
| 3M | -5.6% | +32.7% | -38.3% | -12.3% |
| 6M | -3.4% | +22.2% | -25.6% | -8.9% |
| YTD | +13.1% | +57.7% | -44.6% | -0.9% |
| 1Y | +2.5% | +28.0% | -25.5% | -5.2% |
| 3Y | +27.6% | +11.5% | +16.1% | +20.3% |
| All | +61.9% | +11.5% | +50.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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