+42.6%
LNG vs CDW
+13.2%
+29.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +12.7% | -18.8% | -6.6% |
| 7D | -1.9% | +3.7% | -5.7% | -1.9% |
| 30D | +6.2% | +26.0% | -19.8% | +4.6% |
| 3M | +13.7% | +10.1% | +3.6% | +13.2% |
| 6M | +7.5% | +26.1% | -18.6% | +6.3% |
| YTD | +51.3% | +25.9% | +25.4% | +47.5% |
| 1Y | +42.6% | +21.5% | +21.1% | +38.6% |
| All | +42.6% | +13.2% | +29.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling