-16.8%
CMG vs LIN
+36.4%
-53.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | +11.9% | +6.5% | +5.4% | +9.0% |
| 3M | +2.1% | +5.5% | -3.3% | -0.2% |
| 6M | +5.2% | +3.3% | +1.8% | +3.5% |
| YTD | -6.9% | +22.0% | -29.0% | -16.6% |
| 1Y | +12.7% | +25.7% | -13.1% | -0.7% |
| 3Y | -16.8% | +36.2% | -53.0% | -28.6% |
| All | -16.8% | +36.4% | -53.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling