+223.5%
CB vs LNG
+543.8%
-320.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | -6.7% | +6.2% | +1.0% |
| 30D | -3.1% | +3.9% | -6.9% | -4.0% |
| 3M | +4.2% | +15.5% | -11.3% | +0.5% |
| 6M | +4.7% | +10.5% | -5.8% | +1.5% |
| YTD | +8.8% | +43.0% | -34.1% | -1.0% |
| 1Y | +22.6% | +18.9% | +3.8% | +16.6% |
| 3Y | +70.6% | +74.7% | -4.0% | +44.8% |
| 5Y | +99.4% | +231.2% | -131.8% | +36.3% |
| 10Y | +223.5% | +544.5% | -321.1% | +81.5% |
| All | +223.5% | +543.8% | -320.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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