+22.4%
CDNS vs LNG
+85.6%
-63.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +1.0% | +11.3% | -10.4% | -0.1% |
| 30D | -2.0% | +10.6% | -12.6% | -3.2% |
| 3M | -0.2% | +16.1% | -16.4% | -2.1% |
| 6M | -8.9% | +29.6% | -38.4% | -12.1% |
| YTD | +3.3% | +60.3% | -57.0% | -6.0% |
| 1Y | +2.2% | +46.1% | -43.9% | -5.1% |
| 3Y | +22.4% | +85.9% | -63.6% | +18.2% |
| All | +22.4% | +85.6% | -63.3% | +18.2% |
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