+800.2%
LNG vs CDW
+312.7%
+487.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +11.3% | +9.3% | +2.0% | +8.6% |
| 30D | +10.6% | +14.4% | -3.7% | +5.9% |
| 3M | +16.1% | +21.4% | -5.3% | +8.6% |
| 6M | +29.6% | +72.8% | -43.3% | +7.3% |
| YTD | +60.3% | +28.0% | +32.3% | +43.7% |
| 1Y | +46.1% | +19.3% | +26.8% | +33.9% |
| 3Y | +85.9% | -15.3% | +101.2% | +85.6% |
| 5Y | +210.8% | -3.8% | +214.6% | +188.8% |
| All | +800.2% | +312.7% | +487.6% | +490.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling