-68.9%
CBRS vs LIN
+1.9%
-70.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +9.5% |
| 7D | +0.4% | +0.1% | +0.2% | +0.7% |
| 30D | -41.1% | +7.6% | -48.7% | -32.6% |
| 3M | -57.4% | +6.5% | -63.9% | -51.6% |
| All | -68.9% | +1.9% | -70.8% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling