-24.8%
CCL vs LNG
+23.0%
-47.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.3% |
| 7D | -5.0% | +3.4% | -8.5% | -3.4% |
| 30D | -20.3% | +14.9% | -35.2% | -14.7% |
| 3M | -15.1% | +21.4% | -36.5% | -6.5% |
| 6M | -15.1% | +17.8% | -32.9% | -9.6% |
| YTD | -21.8% | +51.3% | -73.1% | -20.7% |
| 1Y | -24.8% | +24.4% | -49.2% | -11.4% |
| All | -24.8% | +23.0% | -47.8% | -11.4% |
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 · 6 months rolling