+69.4%
LIN vs CVE
+157.6%
-88.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.2% | +3.4% |
| 7D | +3.3% | -12.1% | +15.3% | +4.7% |
| 30D | +8.8% | -9.8% | +18.6% | +9.9% |
| 3M | +8.6% | -0.7% | +9.3% | +8.3% |
| 6M | +7.0% | -4.3% | +11.3% | +6.9% |
| YTD | +24.3% | +70.6% | -46.3% | +14.3% |
| 1Y | +27.3% | +73.2% | -45.9% | +16.7% |
| 3Y | +38.9% | +60.3% | -21.4% | +25.8% |
| 5Y | +69.4% | +159.3% | -89.9% | +43.6% |
| All | +69.4% | +157.6% | -88.3% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling