-29.6%
CLS vs LIN
+27.8%
-57.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.6% | -7.2% |
| 7D | -21.1% | +3.3% | -24.4% | -19.0% |
| 30D | -38.2% | +8.8% | -47.0% | -34.5% |
| 3M | -36.3% | +8.6% | -44.9% | -32.4% |
| 6M | -43.8% | +7.0% | -50.8% | -40.0% |
| YTD | -20.0% | +24.3% | -44.3% | +7.2% |
| 1Y | -29.6% | +27.3% | -56.9% | -0.8% |
| All | -29.6% | +27.8% | -57.4% | -0.8% |
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