+417.5%
LIN vs CME
+331.0%
+86.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | +6.5% | +13.2% | -6.7% | +1.5% |
| 3M | +5.5% | +16.3% | -10.8% | -0.6% |
| 6M | +3.3% | +7.1% | -3.8% | 0.0% |
| YTD | +22.0% | +15.8% | +6.2% | +14.0% |
| 1Y | +25.7% | +17.1% | +8.7% | +16.9% |
| 3Y | +36.2% | +63.2% | -26.9% | +9.0% |
| 5Y | +66.1% | +70.2% | -4.1% | +28.8% |
| All | +417.5% | +331.0% | +86.5% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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