+153.3%
CMI vs LNG
+74.6%
+78.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -4.7% | +4.0% | -0.2% |
| 30D | -12.4% | +3.8% | -16.2% | -12.9% |
| 3M | -14.8% | +16.2% | -30.9% | -16.9% |
| 6M | +0.8% | +11.7% | -10.9% | -2.2% |
| YTD | +10.2% | +44.2% | -34.0% | -0.5% |
| 1Y | +37.4% | +18.6% | +18.9% | +31.2% |
| 3Y | +153.3% | +77.4% | +75.9% | +113.9% |
| All | +153.3% | +74.6% | +78.7% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling