+3,812.5%
CMG vs LIN
+1,346.5%
+2,466.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +2.1% | +5.5% | -3.3% | -0.9% |
| 6M | +5.2% | +3.3% | +1.8% | +2.8% |
| YTD | -6.9% | +22.0% | -29.0% | -17.3% |
| 1Y | +12.7% | +25.7% | -13.1% | -1.6% |
| 3Y | -16.8% | +36.2% | -53.0% | -30.9% |
| 5Y | -4.1% | +66.1% | -70.1% | -29.5% |
| 10Y | +364.7% | +431.0% | -66.2% | +71.8% |
| All | +3,812.5% | +1,346.5% | +2,466.0% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling