-3.1%
CMG vs LNG
+228.1%
-231.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -4.7% | +2.6% | -1.5% |
| 30D | +10.9% | +3.8% | +7.1% | +10.3% |
| 3M | +15.8% | +16.2% | -0.3% | +13.2% |
| 6M | +6.9% | +11.7% | -4.8% | +4.5% |
| YTD | -2.2% | +44.2% | -46.4% | -8.9% |
| 1Y | -7.1% | +18.6% | -25.6% | -10.4% |
| 3Y | -7.1% | +77.4% | -84.5% | -17.5% |
| All | -3.1% | +228.1% | -231.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling