+209.0%
LIN vs CTVA
+197.0%
+12.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +7.6% | -8.5% | +16.1% | +10.6% |
| 3M | +6.5% | +5.3% | +1.3% | +3.7% |
| 6M | +6.2% | -0.1% | +6.3% | +5.0% |
| YTD | +23.2% | +21.2% | +2.0% | +13.8% |
| 1Y | +25.4% | +27.0% | -1.6% | +13.9% |
| 3Y | +38.3% | +87.2% | -48.9% | +6.8% |
| 5Y | +64.4% | +77.9% | -13.5% | +27.3% |
| All | +209.0% | +197.0% | +12.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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