-5.3%
CMG vs LIN
+27.3%
-32.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | -2.8% | -2.1% | -0.7% | -1.9% |
| 30D | +7.1% | -2.4% | +9.6% | +8.2% |
| 3M | +31.2% | -5.6% | +36.7% | +34.3% |
| 6M | +0.7% | -3.4% | +4.1% | +1.8% |
| YTD | -0.1% | +13.1% | -13.2% | -7.2% |
| 1Y | -10.7% | +2.5% | -13.2% | -13.1% |
| All | -5.3% | +27.3% | -32.6% | -15.4% |
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 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