+26.3%
LIN vs CVE
+68.4%
-42.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.7% |
| 7D | +3.6% | -14.1% | +17.7% | +3.4% |
| 30D | +6.4% | -11.6% | +18.0% | +6.2% |
| 3M | +6.5% | 0.0% | +6.5% | +6.2% |
| 6M | +4.9% | -8.4% | +13.2% | +5.1% |
| YTD | +23.4% | +65.9% | -42.5% | +18.5% |
| 1Y | +26.3% | +69.4% | -43.1% | +20.9% |
| All | +26.3% | +68.4% | -42.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling