-2.5%
CMG vs LIN
+61.6%
-64.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.1% |
| 7D | -2.8% | -2.1% | -0.7% | -1.7% |
| 30D | +7.1% | -2.4% | +9.6% | +8.5% |
| 3M | +31.2% | -5.6% | +36.7% | +34.9% |
| 6M | +0.7% | -3.4% | +4.1% | +1.9% |
| YTD | -0.1% | +13.1% | -13.2% | -7.8% |
| 1Y | -10.7% | +2.5% | -13.2% | -13.0% |
| 3Y | -4.7% | +27.6% | -32.3% | -19.0% |
| All | -2.5% | +61.6% | -64.0% | -30.8% |
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 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