+800.2%
LNG vs CFG
+216.2%
+584.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +11.3% | +3.2% | +8.1% | +10.2% |
| 30D | +10.6% | +5.1% | +5.5% | +8.7% |
| 3M | +16.1% | -11.2% | +27.4% | +20.4% |
| 6M | +29.6% | +9.6% | +20.0% | +24.9% |
| YTD | +60.3% | +15.0% | +45.4% | +51.0% |
| 1Y | +46.1% | +29.9% | +16.3% | +31.7% |
| 3Y | +85.9% | +192.1% | -106.1% | +22.2% |
| 5Y | +210.8% | +62.3% | +148.5% | +143.0% |
| All | +800.2% | +216.2% | +584.0% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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