+550.0%
LNG vs CCI
+23.6%
+526.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | +3.8% | +2.2% | +1.6% | +3.3% |
| 3M | +16.2% | -16.9% | +33.0% | +20.7% |
| 6M | +11.7% | -11.5% | +23.2% | +14.1% |
| YTD | +44.2% | -12.8% | +57.1% | +47.4% |
| 1Y | +18.6% | -17.1% | +35.6% | +22.4% |
| 3Y | +77.4% | -9.6% | +87.0% | +75.9% |
| 5Y | +232.3% | -48.9% | +281.2% | +277.7% |
| All | +550.0% | +23.6% | +526.4% | +488.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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