-4.4%
CMG vs LIN
+64.4%
-68.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.1% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | +11.9% | +6.5% | +5.4% | +8.3% |
| 3M | +2.1% | +5.5% | -3.3% | -0.8% |
| 6M | +5.2% | +3.3% | +1.8% | +2.9% |
| YTD | -6.9% | +22.0% | -29.0% | -17.6% |
| 1Y | +12.7% | +25.7% | -13.1% | -2.0% |
| 3Y | -16.8% | +36.2% | -53.0% | -31.6% |
| All | -4.4% | +64.4% | -68.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling