+61.9%
LIN vs CSGP
-64.7%
+126.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.5% |
| 7D | -2.1% | -4.1% | +1.9% | -1.3% |
| 30D | -2.4% | +2.3% | -4.7% | -3.1% |
| 3M | -5.6% | -8.2% | +2.6% | -4.4% |
| 6M | -3.4% | -35.1% | +31.7% | +5.0% |
| YTD | +13.1% | -54.0% | +67.1% | +32.4% |
| 1Y | +2.5% | -65.3% | +67.8% | +28.8% |
| 3Y | +27.6% | -62.6% | +90.2% | +53.4% |
| All | +61.9% | -64.7% | +126.6% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling