+7,153.0%
LNG vs CCI
+907.3%
+6,245.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -6.2% | +0.2% | -6.3% | -6.2% |
| 30D | +8.0% | +0.5% | +7.5% | +7.8% |
| 3M | +16.9% | -16.3% | +33.2% | +21.2% |
| 6M | +8.7% | -13.9% | +22.6% | +11.6% |
| YTD | +43.0% | -12.4% | +55.4% | +46.0% |
| 1Y | +19.4% | -15.2% | +34.6% | +22.6% |
| 3Y | +74.7% | -9.9% | +84.6% | +74.5% |
| 5Y | +222.4% | -50.8% | +273.3% | +262.5% |
| 10Y | +532.2% | +18.3% | +513.9% | +475.9% |
| All | +7,153.0% | +907.3% | +6,245.7% | +3,114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling