+417.5%
LIN vs CTAS
+840.0%
-422.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.3% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | +6.5% | +12.8% | -6.3% | +0.6% |
| 3M | +5.5% | +10.3% | -4.8% | +0.5% |
| 6M | +3.3% | +32.0% | -28.7% | -10.0% |
| YTD | +22.0% | +19.1% | +2.9% | +11.0% |
| 1Y | +25.7% | +21.5% | +4.3% | +13.3% |
| 3Y | +36.2% | +76.0% | -39.8% | +0.2% |
| 5Y | +66.1% | +110.9% | -44.8% | +10.4% |
| All | +417.5% | +840.0% | -422.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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