+7,981.4%
CB vs LNG
+1,188.2%
+6,793.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.4% |
| 7D | +0.7% | -5.5% | +6.2% | +0.9% |
| 30D | +8.2% | +5.7% | +2.4% | +7.9% |
| 3M | +6.3% | +10.7% | -4.4% | +5.8% |
| 6M | +16.2% | +23.1% | -6.9% | +15.1% |
| YTD | +19.3% | +52.4% | -33.1% | +17.2% |
| 1Y | +29.2% | +40.0% | -10.8% | +27.3% |
| 3Y | +71.4% | +76.0% | -4.6% | +67.1% |
| 5Y | +104.2% | +194.7% | -90.4% | +94.6% |
| 10Y | +246.7% | +726.7% | -480.0% | +216.5% |
| All | +7,981.4% | +1,188.2% | +6,793.1% | +5,887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling