-43.4%
CCL vs LNG
+561.0%
-604.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -4.3% | -4.5% | +0.2% | -1.9% |
| 30D | -19.0% | +4.7% | -23.6% | -21.4% |
| 3M | -13.1% | +15.1% | -28.2% | -21.4% |
| 6M | -13.3% | +13.6% | -26.9% | -23.2% |
| YTD | -25.2% | +44.0% | -69.2% | -43.6% |
| 1Y | -27.2% | +18.4% | -45.6% | -37.9% |
| 3Y | +49.2% | +75.9% | -26.6% | -5.0% |
| 5Y | +0.4% | +231.7% | -231.3% | -62.7% |
| All | -43.4% | +561.0% | -604.4% | -86.5% |
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 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