+101.5%
CB vs LNG
+168.2%
-66.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.2% | -15.9% | +16.1% | +2.7% |
| 30D | +9.1% | +2.1% | +6.9% | +8.4% |
| 3M | +3.4% | +4.8% | -1.4% | +2.3% |
| 6M | +14.1% | +6.8% | +7.3% | +12.4% |
| YTD | +18.0% | +44.0% | -26.0% | +10.3% |
| 1Y | +30.1% | +34.9% | -4.8% | +22.9% |
| 3Y | +71.8% | +67.3% | +4.5% | +55.0% |
| All | +101.5% | +168.2% | -66.8% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling