+246.7%
CB vs LNG
+724.9%
-478.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.9% |
| 7D | +0.7% | -5.5% | +6.2% | +1.9% |
| 30D | +8.2% | +5.7% | +2.4% | +6.4% |
| 3M | +6.3% | +10.7% | -4.4% | +3.4% |
| 6M | +16.2% | +23.1% | -6.9% | +10.0% |
| YTD | +19.3% | +52.4% | -33.1% | +6.5% |
| 1Y | +29.2% | +40.0% | -10.8% | +17.7% |
| 3Y | +71.4% | +76.0% | -4.6% | +45.1% |
| 5Y | +104.2% | +194.7% | -90.4% | +45.1% |
| 10Y | +246.7% | +726.7% | -480.0% | +87.0% |
| All | +246.7% | +724.9% | -478.3% | +87.0% |
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