+38.7%
LIN vs CVE
+59.0%
-20.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.2% | +3.1% |
| 7D | +3.3% | -12.1% | +15.3% | +4.1% |
| 30D | +8.8% | -9.8% | +18.6% | +9.4% |
| 3M | +8.6% | -0.7% | +9.3% | +8.3% |
| 6M | +7.0% | -4.3% | +11.3% | +7.0% |
| YTD | +24.3% | +70.6% | -46.3% | +16.3% |
| 1Y | +27.3% | +73.2% | -45.9% | +18.8% |
| All | +38.7% | +59.0% | -20.2% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling