+36.2%
LIN vs CRS
+321.3%
-285.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.3% |
| 30D | +6.5% | -28.8% | +35.3% | +8.4% |
| 3M | +5.5% | -50.0% | +55.5% | +9.9% |
| 6M | +3.3% | -39.2% | +42.5% | +5.9% |
| YTD | +22.0% | -11.4% | +33.5% | +20.9% |
| 1Y | +25.7% | -11.7% | +37.4% | +24.5% |
| 3Y | +36.2% | +319.6% | -283.4% | +18.4% |
| All | +36.2% | +321.3% | -285.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling