+112.2%
LIN vs CPNG
-74.8%
+187.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +0.3% | -6.2% | +6.6% | +1.0% |
| 30D | +8.0% | +4.6% | +3.4% | +7.4% |
| 3M | +7.7% | -3.1% | +10.8% | +7.8% |
| 6M | +5.1% | -0.9% | +5.9% | +4.5% |
| YTD | +24.7% | -32.2% | +56.9% | +28.4% |
| 1Y | +25.1% | -44.2% | +69.3% | +31.5% |
| 3Y | +36.8% | +4.4% | +32.5% | +32.4% |
| 5Y | +67.9% | -45.2% | +113.1% | +63.7% |
| All | +112.2% | -74.8% | +187.0% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling