+195.7%
LNG vs CFG
+65.0%
+130.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | +5.7% | +2.8% | +3.0% | +5.1% |
| 3M | +10.7% | -10.1% | +20.8% | +13.1% |
| 6M | +23.1% | +3.2% | +19.9% | +21.6% |
| YTD | +52.4% | +14.2% | +38.2% | +46.7% |
| 1Y | +40.0% | +27.4% | +12.6% | +31.2% |
| 3Y | +76.0% | +187.6% | -111.6% | +34.3% |
| All | +195.7% | +65.0% | +130.7% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling