+7,857.5%
CB vs LNG
+1,147.9%
+6,709.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -1.5% | -8.6% | +7.1% | -1.2% |
| 30D | +6.5% | +2.4% | +4.1% | +6.4% |
| 3M | +4.1% | +11.5% | -7.4% | +3.6% |
| 6M | +14.4% | +19.2% | -4.8% | +13.5% |
| YTD | +17.5% | +47.6% | -30.1% | +15.5% |
| 1Y | +27.5% | +38.0% | -10.5% | +25.7% |
| 3Y | +71.6% | +71.5% | +0.1% | +67.4% |
| 5Y | +100.6% | +179.2% | -78.6% | +91.5% |
| 10Y | +243.0% | +698.7% | -455.7% | +213.6% |
| All | +7,857.5% | +1,147.9% | +6,709.5% | +5,803.5% |
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 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