+4,963.5%
CRM vs LIN
+1,949.7%
+3,013.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.2% |
| 7D | -6.8% | +0.2% | -7.0% | -6.9% |
| 30D | -4.9% | +6.5% | -11.3% | -8.7% |
| 3M | +14.6% | +5.5% | +9.1% | +10.4% |
| 6M | +18.4% | +3.3% | +15.1% | +14.7% |
| YTD | -18.8% | +22.0% | -40.8% | -30.2% |
| 1Y | -10.0% | +25.7% | -35.7% | -24.4% |
| 3Y | +5.0% | +36.2% | -31.3% | -17.9% |
| 5Y | -29.1% | +66.1% | -95.2% | -52.3% |
| 10Y | +192.8% | +431.0% | -238.2% | -17.3% |
| All | +4,963.5% | +1,949.7% | +3,013.7% | +523.8% |
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 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