+92.4%
LIN vs CPNG
-75.9%
+168.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -2.1% | -7.4% | +5.3% | -1.4% |
| 30D | -2.4% | -4.4% | +2.0% | -2.0% |
| 3M | -5.6% | -7.5% | +1.9% | -5.2% |
| 6M | -3.4% | -19.9% | +16.6% | -1.9% |
| YTD | +13.1% | -35.2% | +48.3% | +17.2% |
| 1Y | +2.5% | -46.8% | +49.2% | +8.2% |
| 3Y | +27.6% | -20.2% | +47.8% | +27.1% |
| 5Y | +63.0% | -48.4% | +111.5% | +59.8% |
| All | +92.4% | -75.9% | +168.4% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling