+9,199.3%
CMI vs LNG
+1,116.8%
+8,082.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -0.9% |
| 7D | +0.8% | -4.5% | +5.3% | +1.1% |
| 30D | -12.8% | +4.7% | -17.5% | -13.0% |
| 3M | -12.4% | +15.1% | -27.6% | -13.2% |
| 6M | -0.9% | +13.6% | -14.4% | -1.8% |
| YTD | +8.9% | +44.0% | -35.1% | +6.4% |
| 1Y | +37.7% | +18.4% | +19.3% | +36.0% |
| 3Y | +148.9% | +75.9% | +73.0% | +140.1% |
| 5Y | +164.4% | +231.7% | -67.3% | +145.4% |
| 10Y | +506.9% | +549.0% | -42.0% | +441.2% |
| All | +9,199.3% | +1,116.8% | +8,082.5% | +6,743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling