+238.9%
CRM vs LNG
+562.2%
-323.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -4.7% | +0.2% | -3.3% |
| 30D | +28.1% | +3.8% | +24.3% | +26.8% |
| 3M | +48.8% | +16.2% | +32.7% | +42.6% |
| 6M | +28.3% | +11.7% | +16.6% | +23.4% |
| YTD | -6.0% | +44.2% | -50.2% | -15.8% |
| 1Y | +1.4% | +18.6% | -17.1% | -4.3% |
| 3Y | +11.8% | +77.4% | -65.6% | -6.8% |
| 5Y | -2.0% | +232.3% | -234.3% | -33.1% |
| All | +238.9% | +562.2% | -323.3% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling