+448.5%
LIN vs CNH
+28.6%
+419.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | +0.4% |
| 7D | +3.6% | -0.4% | +3.9% | +3.7% |
| 30D | +6.4% | -15.2% | +21.6% | +11.1% |
| 3M | +6.5% | +4.3% | +2.2% | +4.2% |
| 6M | +4.9% | +10.1% | -5.2% | +0.1% |
| YTD | +23.4% | +23.2% | +0.3% | +12.7% |
| 1Y | +26.3% | +8.5% | +17.8% | +19.6% |
| 3Y | +38.0% | +4.1% | +33.9% | +27.4% |
| 5Y | +68.0% | -17.8% | +85.8% | +63.5% |
| 10Y | +437.1% | +113.3% | +323.8% | +272.9% |
| All | +448.5% | +28.6% | +419.9% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling