-3.5%
CRM vs LIN
+59.6%
-63.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.9% |
| 7D | -3.5% | -3.5% | 0.0% | -1.7% |
| 30D | +29.3% | -4.1% | +33.3% | +32.0% |
| 3M | +36.8% | -6.4% | +43.2% | +40.9% |
| 6M | +23.9% | -2.4% | +26.3% | +23.9% |
| YTD | -5.5% | +10.9% | -16.4% | -12.8% |
| 1Y | -0.4% | 0.0% | -0.4% | -2.3% |
| 3Y | +12.8% | +25.8% | -13.1% | -6.2% |
| 5Y | -3.5% | +60.8% | -64.3% | -34.6% |
| All | -3.5% | +59.6% | -63.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling