+1,628.1%
CLS vs LIN
+424.3%
+1,203.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.2% |
| 7D | -22.2% | +0.2% | -22.4% | -22.4% |
| 30D | -44.4% | +6.5% | -50.8% | -46.7% |
| 3M | -34.3% | +5.5% | -39.8% | -37.0% |
| 6M | -50.1% | +3.3% | -53.4% | -51.8% |
| YTD | -30.1% | +22.0% | -52.1% | -40.1% |
| 1Y | -39.3% | +25.7% | -65.1% | -49.4% |
| 3Y | +732.7% | +36.2% | +696.5% | +544.9% |
| 5Y | +1,777.2% | +66.1% | +1,711.1% | +1,146.0% |
| All | +1,628.1% | +424.3% | +1,203.8% | +529.3% |
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