+27.3%
LIN vs CMS
+1.4%
+25.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +3.3% | +4.1% | -0.8% | +2.5% |
| 30D | +8.8% | +10.9% | -2.1% | +6.6% |
| 3M | +8.6% | -0.2% | +8.9% | +8.7% |
| 6M | +7.0% | -4.7% | +11.7% | +8.3% |
| YTD | +24.3% | +3.9% | +20.4% | +24.7% |
| 1Y | +27.3% | +0.4% | +26.9% | +28.8% |
| All | +27.3% | +1.4% | +25.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling