+10.9%
CMG vs LNG
+42.0%
-31.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.2% | +12.0% | +5.2% |
| 7D | +22.5% | -1.9% | +24.5% | +22.0% |
| 30D | +14.1% | +6.2% | +7.9% | +14.8% |
| 3M | +4.1% | +13.7% | -9.7% | +6.2% |
| 6M | +10.1% | +7.5% | +2.6% | +11.2% |
| YTD | -4.9% | +51.3% | -56.2% | -5.8% |
| 1Y | +10.9% | +42.6% | -31.7% | +9.9% |
| All | +10.9% | +42.0% | -31.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling