+165.0%
CMI vs LNG
+228.1%
-63.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -4.7% | +4.0% | +0.1% |
| 30D | -12.4% | +3.8% | -16.2% | -13.1% |
| 3M | -14.8% | +16.2% | -30.9% | -17.4% |
| 6M | +0.8% | +11.7% | -10.9% | -2.4% |
| YTD | +10.2% | +44.2% | -34.0% | +0.2% |
| 1Y | +37.4% | +18.6% | +18.9% | +30.9% |
| 3Y | +153.3% | +77.4% | +75.9% | +118.1% |
| All | +165.0% | +228.1% | -63.1% | +93.8% |
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