-34.0%
CCL vs LNG
+811.3%
-845.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | +11.3% | -12.5% | -6.9% |
| 30D | +13.1% | +10.6% | +2.5% | +5.6% |
| 3M | +3.4% | +16.1% | -12.7% | -6.7% |
| 6M | +18.7% | +29.6% | -10.8% | -1.4% |
| YTD | -2.3% | +60.3% | -62.6% | -31.8% |
| 1Y | +14.2% | +46.1% | -31.9% | -15.7% |
| 3Y | +133.6% | +85.9% | +47.6% | +42.5% |
| 5Y | +33.5% | +210.8% | -177.3% | -48.1% |
| All | -34.0% | +811.3% | -845.4% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling