-32.5%
CBRS vs LNG
+22.4%
-54.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.4% |
| 7D | +17.3% | +3.4% | +13.9% | +18.0% |
| 30D | -2.0% | +14.9% | -16.8% | -0.9% |
| 3M | -2.5% | +21.4% | -23.9% | -3.5% |
| All | -32.5% | +22.4% | -54.9% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling