+231.7%
LNG vs CCJ
+326.6%
-94.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | -4.5% | -3.2% | -1.3% | -4.1% |
| 30D | +4.7% | -1.3% | +6.0% | +4.7% |
| 3M | +15.1% | +2.5% | +12.6% | +14.1% |
| 6M | +13.6% | -18.9% | +32.4% | +15.7% |
| YTD | +44.0% | +6.5% | +37.5% | +39.2% |
| 1Y | +18.4% | +22.8% | -4.5% | +10.0% |
| 3Y | +75.9% | +164.5% | -88.6% | +32.0% |
| 5Y | +231.7% | +303.7% | -72.0% | +118.4% |
| All | +231.7% | +326.6% | -94.9% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling