+5,066.8%
CRM vs LIN
+1,994.7%
+3,072.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | -4.0% | +0.3% | -4.4% | -4.2% |
| 30D | -6.8% | +8.0% | -14.8% | -11.4% |
| 3M | +10.6% | +7.7% | +2.9% | +5.1% |
| 6M | +23.4% | +5.1% | +18.3% | +18.3% |
| YTD | -17.1% | +24.7% | -41.8% | -29.8% |
| 1Y | -10.1% | +25.1% | -35.2% | -24.2% |
| 3Y | +4.0% | +36.8% | -32.8% | -18.8% |
| 5Y | -26.7% | +67.9% | -94.5% | -51.0% |
| 10Y | +197.9% | +427.2% | -229.3% | -15.2% |
| All | +5,066.8% | +1,994.7% | +3,072.1% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling