+383.6%
CMG vs LIN
+430.8%
-47.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | +8.6% | +0.1% | +8.5% | +8.6% |
| 30D | +13.1% | +7.6% | +5.6% | +9.1% |
| 3M | +9.0% | +6.5% | +2.5% | +5.5% |
| 6M | +10.0% | +6.2% | +3.8% | +6.3% |
| YTD | -3.4% | +23.2% | -26.6% | -14.0% |
| 1Y | +16.8% | +25.4% | -8.6% | +3.1% |
| 3Y | -14.7% | +38.3% | -53.0% | -28.9% |
| 5Y | -1.5% | +64.4% | -66.0% | -26.2% |
| 10Y | +383.6% | +417.3% | -33.7% | +132.4% |
| All | +383.6% | +430.8% | -47.2% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling