+61.9%
LIN vs CTAS
+113.1%
-51.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -5.6% | +11.7% | -17.3% | -10.7% |
| 6M | -3.4% | +0.7% | -4.1% | -4.3% |
| YTD | +13.1% | +7.4% | +5.7% | +8.4% |
| 1Y | +2.5% | -2.1% | +4.6% | +2.7% |
| 3Y | +27.6% | +62.9% | -35.3% | -6.6% |
| All | +61.9% | +113.1% | -51.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling