-67.5%
CBRS vs LIN
+3.1%
-70.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +9.5% |
| 7D | +10.0% | +0.3% | +9.7% | +10.4% |
| 30D | -31.1% | +8.0% | -39.1% | -20.7% |
| 3M | -56.9% | +7.7% | -64.6% | -50.2% |
| All | -67.5% | +3.1% | -70.6% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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