+15.4%
CLS vs LIN
-4.0%
+19.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.4% |
| 7D | +4.6% | -2.1% | +6.7% | +3.7% |
| 30D | -13.9% | -2.4% | -11.5% | -14.3% |
| 3M | -26.6% | -5.6% | -21.0% | -27.5% |
| 6M | +15.4% | -3.4% | +18.8% | +16.0% |
| All | +15.4% | -4.0% | +19.4% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling