-41.7%
CLS vs LIN
+26.9%
-68.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.7% | -12.3% | -13.5% |
| 7D | -27.3% | +3.6% | -30.9% | -25.3% |
| 30D | -47.0% | +6.4% | -53.4% | -44.6% |
| 3M | -43.3% | +6.5% | -49.8% | -40.6% |
| 6M | -50.8% | +4.9% | -55.6% | -48.4% |
| YTD | -30.4% | +23.4% | -53.9% | -7.4% |
| 1Y | -41.7% | +26.3% | -68.0% | -19.2% |
| All | -41.7% | +26.9% | -68.6% | -19.2% |
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