+18.5%
CRM vs LIN
+29.2%
-10.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | +34.3% | -2.4% | +36.8% | +35.2% |
| 3M | +37.7% | -5.6% | +43.3% | +39.7% |
| 6M | +34.9% | -3.4% | +38.3% | +35.4% |
| YTD | -1.6% | +13.1% | -14.8% | -8.0% |
| 1Y | +7.1% | +2.5% | +4.7% | +5.1% |
| All | +18.5% | +29.2% | -10.7% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling