+41.1%
CLS vs LIN
+2.8%
+38.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.1% |
| 7D | +4.6% | -2.1% | +6.7% | +3.0% |
| 30D | -13.9% | -2.4% | -11.5% | -15.0% |
| 3M | -26.6% | -5.6% | -21.0% | -28.9% |
| 6M | +15.4% | -3.4% | +18.8% | +14.5% |
| YTD | +5.7% | +13.1% | -7.4% | +30.3% |
| 1Y | +41.1% | +2.5% | +38.6% | +62.0% |
| All | +41.1% | +2.8% | +38.3% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling