-70.0%
CPNG vs LNG
+291.9%
-362.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.6% | -6.7% | -0.8% | -6.2% |
| 30D | -8.8% | +3.9% | -12.7% | -9.6% |
| 3M | -7.2% | +15.5% | -22.7% | -10.5% |
| 6M | -21.5% | +10.5% | -32.0% | -24.1% |
| YTD | -37.4% | +43.0% | -80.4% | -43.4% |
| 1Y | -54.3% | +18.9% | -73.2% | -56.7% |
| 3Y | -20.3% | +74.7% | -95.0% | -32.8% |
| 5Y | -51.2% | +231.2% | -282.4% | -59.5% |
| All | -70.0% | +291.9% | -362.0% | -74.7% |
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