-10.0%
CRM vs LNG
+42.0%
-52.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.2% | +8.4% | +1.7% |
| 7D | -6.2% | -1.9% | -4.3% | -6.2% |
| 30D | -1.2% | +6.2% | -7.4% | -0.8% |
| 3M | +19.1% | +13.7% | +5.4% | +20.0% |
| 6M | +23.0% | +7.5% | +15.5% | +22.8% |
| YTD | -13.7% | +51.3% | -65.0% | -8.9% |
| 1Y | -10.0% | +42.6% | -52.6% | -6.1% |
| All | -10.0% | +42.0% | -52.0% | -6.1% |
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 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