+206.0%
LIN vs CTVA
+191.8%
+14.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | +0.2% | +2.2% | -2.0% | -0.5% |
| 30D | +6.5% | -17.6% | +24.1% | +13.2% |
| 3M | +5.5% | +3.4% | +2.1% | +3.2% |
| 6M | +3.3% | -2.6% | +5.9% | +3.0% |
| YTD | +22.0% | +19.1% | +2.9% | +13.3% |
| 1Y | +25.7% | +26.8% | -1.0% | +14.3% |
| 3Y | +36.2% | +63.9% | -27.6% | +10.4% |
| 5Y | +66.1% | +75.7% | -9.7% | +29.0% |
| All | +206.0% | +191.8% | +14.1% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling