+9,198.1%
CDNS vs LNG
+1,108.8%
+8,089.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.5% | -2.6% |
| 7D | -9.2% | -6.2% | -3.1% | -8.9% |
| 30D | -16.3% | +8.0% | -24.2% | -16.6% |
| 3M | -27.9% | +16.9% | -44.8% | -28.7% |
| 6M | -4.3% | +8.7% | -13.0% | -5.0% |
| YTD | -9.1% | +43.0% | -52.1% | -11.2% |
| 1Y | -21.2% | +19.4% | -40.7% | -22.2% |
| 3Y | +19.4% | +74.7% | -55.3% | +15.1% |
| 5Y | +71.6% | +222.4% | -150.8% | +59.2% |
| 10Y | +1,005.1% | +532.2% | +472.8% | +880.4% |
| All | +9,198.1% | +1,108.8% | +8,089.3% | +5,767.1% |
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