+205.1%
CRM vs LIN
+424.2%
-219.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +2.0% | +2.1% | -0.1% | +0.8% |
| 30D | -7.7% | +6.8% | -14.4% | -11.0% |
| 3M | +8.4% | +10.4% | -2.0% | +2.3% |
| 6M | +31.9% | +3.2% | +28.8% | +28.8% |
| YTD | -17.2% | +24.6% | -41.8% | -28.4% |
| 1Y | -8.6% | +24.4% | -33.0% | -21.0% |
| 3Y | +3.1% | +36.7% | -33.6% | -17.1% |
| 5Y | -27.6% | +67.0% | -94.6% | -49.5% |
| All | +205.1% | +424.2% | -219.0% | +15.8% |
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 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