+10,545.1%
LIN vs CTAS
+12,680.1%
-2,134.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -5.6% | +11.7% | -17.3% | -9.4% |
| 6M | -3.4% | +0.7% | -4.1% | -4.2% |
| YTD | +13.1% | +7.4% | +5.7% | +9.6% |
| 1Y | +2.5% | -2.1% | +4.6% | +2.4% |
| 3Y | +27.6% | +62.9% | -35.3% | +6.1% |
| 5Y | +63.0% | +111.9% | -48.8% | +23.9% |
| 10Y | +359.3% | +652.2% | -292.9% | +128.3% |
| All | +10,545.1% | +12,680.1% | -2,134.9% | +2,459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling