-28.8%
CCL vs LNG
+19.2%
-48.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.3% |
| 7D | -3.2% | -4.7% | +1.4% | -5.3% |
| 30D | -17.8% | +3.8% | -21.6% | -16.0% |
| 3M | -18.7% | +16.2% | -34.8% | -12.2% |
| 6M | -11.4% | +11.7% | -23.1% | -7.6% |
| YTD | -24.3% | +44.2% | -68.5% | -25.0% |
| 1Y | -28.8% | +18.6% | -47.4% | -17.1% |
| All | -28.8% | +19.2% | -48.0% | -17.1% |
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 · 6 months rolling