+232.4%
CRM vs LIN
+369.2%
-136.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -8.1% | -4.3% | -3.8% | -5.8% |
| 30D | +23.1% | -5.6% | +28.6% | +27.0% |
| 3M | +42.5% | -9.0% | +51.6% | +49.8% |
| 6M | +25.3% | -2.5% | +27.8% | +25.5% |
| YTD | -7.8% | +9.3% | -17.1% | -14.1% |
| 1Y | +1.0% | -1.0% | +2.0% | -0.4% |
| 3Y | +10.0% | +24.0% | -14.0% | -6.8% |
| 5Y | -3.9% | +59.1% | -63.0% | -31.2% |
| All | +232.4% | +369.2% | -136.8% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling