+11.7%
CMI vs LNG
+42.0%
-30.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.2% | +0.4% | -6.7% |
| 7D | -11.2% | -1.9% | -9.3% | -11.2% |
| 30D | -9.8% | +6.2% | -16.1% | -8.5% |
| 3M | -25.5% | +13.7% | -39.3% | -23.1% |
| 6M | -27.7% | +7.5% | -35.2% | -25.7% |
| YTD | -6.6% | +51.3% | -57.9% | -5.2% |
| 1Y | +11.7% | +42.6% | -31.0% | +14.3% |
| All | +11.7% | +42.0% | -30.3% | +14.3% |
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