+358.4%
CMG vs LIN
+417.8%
-59.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +8.0% | +2.0% | +6.0% | +7.0% |
| 30D | +13.7% | +7.9% | +5.8% | +9.5% |
| 3M | +11.8% | +6.3% | +5.5% | +8.3% |
| 6M | +10.6% | +6.5% | +4.1% | +6.7% |
| YTD | -2.9% | +23.6% | -26.5% | -13.6% |
| 1Y | +17.8% | +25.7% | -7.9% | +3.9% |
| 3Y | -15.3% | +35.6% | -50.9% | -28.7% |
| 5Y | -0.9% | +65.9% | -66.7% | -25.9% |
| 10Y | +358.4% | +412.1% | -53.7% | +124.8% |
| All | +358.4% | +417.8% | -59.5% | +124.8% |
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