+61.9%
LIN vs CPAY
+59.0%
+2.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.1% | +2.1% | -4.2% | -2.6% |
| 30D | -2.4% | +5.5% | -8.0% | -3.8% |
| 3M | -5.6% | +16.6% | -22.1% | -9.2% |
| 6M | -3.4% | +26.7% | -30.1% | -9.5% |
| YTD | +13.1% | +38.4% | -25.3% | +2.2% |
| 1Y | +2.5% | +30.1% | -27.7% | -5.9% |
| 3Y | +27.6% | +52.6% | -25.0% | +7.8% |
| All | +61.9% | +59.0% | +2.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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