+24.4%
LNG vs CDW
-5.0%
+29.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.4% | +3.2% | +0.2% | +3.2% |
| 30D | +14.9% | +9.3% | +5.6% | +14.1% |
| 3M | +21.4% | +9.8% | +11.6% | +20.4% |
| 6M | +17.8% | +23.3% | -5.5% | +16.1% |
| YTD | +51.3% | +13.7% | +37.6% | +49.1% |
| 1Y | +24.4% | -6.5% | +30.9% | +25.4% |
| All | +24.4% | -5.0% | +29.4% | +25.4% |
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