+2,686.3%
LNG vs CCJ
+1,515.8%
+1,170.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -4.7% | -4.0% | -0.6% | -3.5% |
| 30D | +3.8% | -2.4% | +6.2% | +4.1% |
| 3M | +16.2% | -2.3% | +18.5% | +15.5% |
| 6M | +11.7% | -16.2% | +27.9% | +14.2% |
| YTD | +44.2% | +5.7% | +38.5% | +35.4% |
| 1Y | +18.6% | +21.3% | -2.7% | +3.6% |
| 3Y | +77.4% | +159.4% | -82.0% | +11.9% |
| 5Y | +232.3% | +300.7% | -68.4% | +67.2% |
| 10Y | +550.1% | +1,055.2% | -505.0% | +89.3% |
| All | +2,686.3% | +1,515.8% | +1,170.5% | +475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling