-4.2%
CORZ vs LNG
+45.6%
-49.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +23.5% | +11.3% | +12.1% | +24.9% |
| 30D | +7.5% | +10.6% | -3.2% | +10.3% |
| 3M | -26.6% | +16.1% | -42.7% | -23.5% |
| 6M | -39.5% | +29.6% | -69.1% | -34.7% |
| YTD | -0.3% | +60.3% | -60.6% | -0.8% |
| 1Y | -4.2% | +46.1% | -50.3% | +0.2% |
| All | -4.2% | +45.6% | -49.9% | +0.2% |
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 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