+5.6%
CNC vs LNG
+228.1%
-222.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.9% | -4.7% | +3.8% | -0.6% |
| 30D | -1.0% | +3.8% | -4.8% | -1.2% |
| 3M | +4.5% | +16.2% | -11.6% | +3.4% |
| 6M | +85.2% | +11.7% | +73.5% | +83.5% |
| YTD | +61.4% | +44.2% | +17.2% | +58.2% |
| 1Y | +94.9% | +18.6% | +76.3% | +92.7% |
| 3Y | 0.0% | +77.4% | -77.4% | -4.8% |
| All | +5.6% | +228.1% | -222.5% | +5.1% |
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