+65.9%
LIN vs CTVA
+34.5%
+31.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -24.3% | +23.5% | +5.0% |
| 7D | +0.2% | -23.7% | +23.9% | +5.9% |
| 30D | +6.2% | -31.2% | +37.4% | +15.2% |
| 3M | +9.3% | -18.7% | +28.1% | +12.4% |
| 6M | +4.4% | -25.5% | +29.9% | +9.9% |
| YTD | +23.7% | -8.0% | +31.8% | +22.5% |
| 1Y | +23.5% | -7.0% | +30.5% | +21.8% |
| 3Y | +35.8% | +45.2% | -9.4% | +15.0% |
| 5Y | +65.9% | +32.3% | +33.6% | +42.7% |
| All | +65.9% | +34.5% | +31.4% | +42.7% |
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