+361.3%
LIN vs CVE
+159.5%
+201.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.8% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -2.4% | +16.7% | -19.2% | -4.8% |
| 3M | -5.6% | +9.3% | -14.8% | -7.2% |
| 6M | -3.4% | +43.6% | -47.0% | -9.4% |
| YTD | +13.1% | +93.6% | -80.5% | +0.9% |
| 1Y | +2.5% | +98.8% | -96.3% | -9.2% |
| 3Y | +27.6% | +73.6% | -46.0% | +13.4% |
| 5Y | +63.0% | +312.5% | -249.4% | +21.6% |
| All | +361.3% | +159.5% | +201.8% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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