+10.9%
CMG vs LIN
+27.8%
-16.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.3% | +5.2% |
| 7D | +22.5% | +3.3% | +19.3% | +21.6% |
| 30D | +14.1% | +8.8% | +5.3% | +12.0% |
| 3M | +4.1% | +8.6% | -4.6% | +2.2% |
| 6M | +10.1% | +7.0% | +3.1% | +8.9% |
| YTD | -4.9% | +24.3% | -29.1% | -14.4% |
| 1Y | +10.9% | +27.3% | -16.4% | -1.1% |
| All | +10.9% | +27.8% | -16.9% | -1.1% |
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 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