-90.4%
CDE vs LNG
+1,116.8%
-1,207.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -6.1% | -4.5% | -1.6% | -5.8% |
| 30D | +9.5% | +4.7% | +4.8% | +9.2% |
| 3M | +32.0% | +15.1% | +16.8% | +30.7% |
| 6M | -12.8% | +13.6% | -26.4% | -13.8% |
| YTD | +14.2% | +44.0% | -29.7% | +11.4% |
| 1Y | +36.3% | +18.4% | +17.9% | +34.4% |
| 3Y | +821.4% | +75.9% | +745.5% | +788.2% |
| 5Y | +194.3% | +231.7% | -37.4% | +174.2% |
| 10Y | +53.2% | +549.0% | -495.7% | +37.4% |
| All | -90.4% | +1,116.8% | -1,207.2% | -92.4% |
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