-43.8%
CLS vs LIN
+4.9%
-48.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.6% | -7.7% |
| 7D | -21.1% | +3.3% | -24.4% | -19.7% |
| 30D | -38.2% | +8.8% | -47.0% | -36.2% |
| 3M | -36.3% | +8.6% | -44.9% | -34.6% |
| 6M | -43.8% | +7.0% | -50.8% | -43.7% |
| All | -43.8% | +4.9% | -48.7% | -43.7% |
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