+61.9%
LIN vs CMS
+23.4%
+38.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -2.4% | -3.6% | +1.2% | -1.4% |
| 3M | -5.6% | -1.9% | -3.7% | -5.1% |
| 6M | -3.4% | -11.0% | +7.6% | 0.0% |
| YTD | +13.1% | +0.2% | +12.9% | +12.6% |
| 1Y | +2.5% | -1.3% | +3.8% | +2.4% |
| 3Y | +27.6% | +35.9% | -8.3% | +14.3% |
| All | +61.9% | +23.4% | +38.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling