+37.8%
LIN vs CSGP
-58.5%
+96.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | +3.6% | +13.9% | -10.3% | +2.2% |
| 30D | +6.4% | +16.0% | -9.6% | +4.4% |
| 3M | +6.5% | +6.1% | +0.4% | +5.4% |
| 6M | +4.9% | -8.2% | +13.0% | +5.3% |
| YTD | +23.4% | -52.3% | +75.8% | +35.8% |
| 1Y | +26.3% | -54.5% | +80.8% | +40.2% |
| All | +37.8% | -58.5% | +96.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling