+375.3%
CCL vs LNG
+1,258.4%
-883.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.5% |
| 7D | -0.3% | +10.9% | -11.3% | -0.9% |
| 30D | +10.3% | +8.1% | +2.2% | +9.8% |
| 3M | +6.6% | +15.7% | -9.1% | +5.6% |
| 6M | +20.0% | +27.2% | -7.2% | +18.1% |
| YTD | -1.9% | +60.7% | -62.6% | -4.9% |
| 1Y | +10.4% | +46.3% | -35.8% | +7.6% |
| 3Y | +134.8% | +85.6% | +49.2% | +125.7% |
| 5Y | +34.0% | +211.6% | -177.6% | +25.3% |
| 10Y | -32.5% | +810.9% | -843.5% | -39.6% |
| All | +375.3% | +1,258.4% | -883.1% | +258.6% |
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