+791.9%
CDE vs LNG
+74.6%
+717.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.1% | -4.7% | +1.6% | -2.4% |
| 30D | +9.5% | +3.8% | +5.7% | +8.7% |
| 3M | +25.5% | +16.2% | +9.3% | +20.8% |
| 6M | -7.9% | +11.7% | -19.6% | -12.5% |
| YTD | +15.6% | +44.2% | -28.7% | -2.1% |
| 1Y | +34.0% | +18.6% | +15.5% | +23.5% |
| 3Y | +791.9% | +77.4% | +714.5% | +521.5% |
| All | +791.9% | +74.6% | +717.3% | +521.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling