+11,385.0%
LIN vs CMI
+10,244.7%
+1,140.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | +0.2% | -10.0% | +10.2% | +3.8% |
| 30D | +6.5% | -13.0% | +19.5% | +11.4% |
| 3M | +5.5% | -29.9% | +35.3% | +18.7% |
| 6M | +3.3% | -36.7% | +40.0% | +19.2% |
| YTD | +22.0% | -10.9% | +33.0% | +23.3% |
| 1Y | +25.7% | -1.3% | +27.1% | +22.1% |
| 3Y | +36.2% | +117.4% | -81.2% | -3.1% |
| 5Y | +66.1% | +112.9% | -46.8% | +17.9% |
| 10Y | +431.0% | +366.7% | +64.3% | +178.3% |
| All | +11,385.0% | +10,244.7% | +1,140.4% | +1,653.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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