-5.6%
CMG vs LIN
+65.5%
-71.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +15.9% | +6.2% | +9.7% | +12.4% |
| 3M | +7.8% | +9.3% | -1.6% | +2.8% |
| 6M | +7.7% | +4.4% | +3.3% | +4.9% |
| YTD | -4.9% | +23.7% | -28.7% | -16.4% |
| 1Y | +12.3% | +23.5% | -11.2% | -1.1% |
| 3Y | -17.1% | +35.8% | -52.9% | -31.6% |
| 5Y | -5.6% | +65.9% | -71.5% | -34.3% |
| All | -5.6% | +65.5% | -71.1% | -34.3% |
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