+61.9%
LIN vs CTVA
+107.7%
-45.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.1% | +4.9% | -7.1% | -3.5% |
| 30D | -2.4% | +11.9% | -14.3% | -5.6% |
| 3M | -5.6% | +13.7% | -19.2% | -9.1% |
| 6M | -3.4% | +13.1% | -16.5% | -7.0% |
| YTD | +13.1% | +32.0% | -18.8% | +4.1% |
| 1Y | +2.5% | +22.1% | -19.6% | -3.8% |
| 3Y | +27.6% | +77.5% | -49.9% | +6.6% |
| All | +61.9% | +107.7% | -45.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling