+279.0%
CCL vs LNG
+1,178.8%
-899.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -5.0% | +3.4% | -8.5% | -5.2% |
| 30D | -20.3% | +14.9% | -35.2% | -21.0% |
| 3M | -15.1% | +21.4% | -36.5% | -16.2% |
| 6M | -15.1% | +17.8% | -32.9% | -16.2% |
| YTD | -21.8% | +51.3% | -73.1% | -23.9% |
| 1Y | -24.8% | +24.4% | -49.2% | -26.0% |
| 3Y | +51.9% | +79.7% | -27.8% | +46.4% |
| 5Y | +4.0% | +241.3% | -237.3% | -3.1% |
| 10Y | -42.2% | +603.1% | -645.4% | -47.7% |
| All | +279.0% | +1,178.8% | -899.9% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling