+1,767.8%
CLS vs LIN
+68.3%
+1,699.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.7% | -12.3% | -12.7% |
| 7D | -27.3% | +3.6% | -30.9% | -28.7% |
| 30D | -47.0% | +6.4% | -53.4% | -48.8% |
| 3M | -43.3% | +6.5% | -49.8% | -45.4% |
| 6M | -50.8% | +4.9% | -55.6% | -52.5% |
| YTD | -30.4% | +23.4% | -53.9% | -40.0% |
| 1Y | -41.7% | +26.3% | -68.0% | -50.8% |
| 3Y | +701.4% | +38.0% | +663.4% | +516.1% |
| 5Y | +1,767.8% | +68.0% | +1,699.8% | +1,074.1% |
| All | +1,767.8% | +68.3% | +1,699.5% | +1,074.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling