+10,471.2%
CDNS vs LNG
+1,255.2%
+9,216.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +1.0% | +11.3% | -10.4% | +0.4% |
| 30D | -2.0% | +10.6% | -12.6% | -2.6% |
| 3M | -0.2% | +16.1% | -16.4% | -1.2% |
| 6M | -8.9% | +29.6% | -38.4% | -10.4% |
| YTD | +3.3% | +60.3% | -57.0% | +0.3% |
| 1Y | +2.2% | +46.1% | -43.9% | -0.3% |
| 3Y | +22.4% | +85.9% | -63.6% | +17.5% |
| 5Y | +78.0% | +210.8% | -132.8% | +65.4% |
| 10Y | +1,175.2% | +808.8% | +366.4% | +1,009.6% |
| All | +10,471.2% | +1,255.2% | +9,216.0% | +6,522.9% |
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