+75.9%
LNG vs CDW
-30.2%
+106.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -6.7% | -4.2% | -2.5% | -6.1% |
| 30D | +3.9% | +4.9% | -1.0% | +3.0% |
| 3M | +15.5% | +7.3% | +8.2% | +13.9% |
| 6M | +10.5% | +19.2% | -8.7% | +6.3% |
| YTD | +43.0% | +6.2% | +36.8% | +40.2% |
| 1Y | +18.9% | -14.0% | +32.9% | +21.8% |
| All | +75.9% | -30.2% | +106.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling