-10.0%
CRM vs LIN
+27.8%
-37.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.3% |
| 7D | -6.2% | +3.3% | -9.5% | -6.1% |
| 30D | -1.2% | +8.8% | -9.9% | -0.6% |
| 3M | +19.1% | +8.6% | +10.5% | +19.7% |
| 6M | +23.0% | +7.0% | +16.0% | +23.8% |
| YTD | -13.7% | +24.3% | -38.0% | -15.6% |
| 1Y | -10.0% | +27.3% | -37.2% | -9.9% |
| All | -10.0% | +27.8% | -37.8% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling