+101.0%
CB vs LNG
+252.8%
-151.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | +3.4% | -2.9% | 0.0% |
| 30D | -3.1% | +14.9% | -18.0% | -5.1% |
| 3M | +9.0% | +21.4% | -12.4% | +5.9% |
| 6M | +2.9% | +17.8% | -15.0% | 0.0% |
| YTD | +10.1% | +51.3% | -41.2% | +3.0% |
| 1Y | +22.8% | +24.4% | -1.6% | +18.3% |
| 3Y | +73.8% | +79.7% | -5.9% | +56.9% |
| All | +101.0% | +252.8% | -151.8% | +66.3% |
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