-20.0%
CPNG vs LNG
+74.6%
-94.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -4.7% | +3.6% | -0.5% |
| 30D | -7.4% | +3.8% | -11.2% | -7.8% |
| 3M | -12.3% | +16.2% | -28.5% | -14.1% |
| 6M | -19.4% | +11.7% | -31.1% | -21.2% |
| YTD | -35.9% | +44.2% | -80.1% | -40.3% |
| 1Y | -53.4% | +18.6% | -72.0% | -54.9% |
| 3Y | -20.0% | +77.4% | -97.4% | -25.9% |
| All | -20.0% | +74.6% | -94.6% | -25.9% |
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