+550.0%
LNG vs CCJ
+1,065.5%
-515.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -4.7% | -4.0% | -0.6% | -4.0% |
| 30D | +3.8% | -2.4% | +6.2% | +4.0% |
| 3M | +16.2% | -2.3% | +18.5% | +15.8% |
| 6M | +11.7% | -16.2% | +27.9% | +13.5% |
| YTD | +44.2% | +5.7% | +38.5% | +38.7% |
| 1Y | +18.6% | +21.3% | -2.7% | +9.0% |
| 3Y | +77.4% | +159.4% | -82.0% | +30.6% |
| 5Y | +232.3% | +300.7% | -68.4% | +110.1% |
| All | +550.0% | +1,065.5% | -515.5% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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