+1,914.6%
CLS vs LIN
+424.2%
+1,490.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +16.3% | +2.1% | +14.2% | +14.9% |
| 30D | -25.7% | +6.8% | -32.4% | -28.8% |
| 3M | -30.9% | +10.4% | -41.2% | -35.3% |
| 6M | -35.5% | +3.2% | -38.6% | -37.6% |
| YTD | -18.7% | +24.6% | -43.3% | -31.2% |
| 1Y | -17.9% | +24.4% | -42.3% | -30.9% |
| 3Y | +838.1% | +36.7% | +801.3% | +626.2% |
| 5Y | +1,971.9% | +67.0% | +1,904.9% | +1,272.0% |
| All | +1,914.6% | +424.2% | +1,490.4% | +617.4% |
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