+231.3%
LNG vs CFG
+101.5%
+129.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.2% |
| 7D | -6.2% | +2.7% | -8.8% | -6.7% |
| 30D | +8.0% | -3.7% | +11.7% | +8.8% |
| 3M | +16.9% | +9.5% | +7.4% | +14.3% |
| 6M | +8.7% | +22.2% | -13.6% | +3.4% |
| YTD | +43.0% | +22.3% | +20.7% | +35.8% |
| 1Y | +19.4% | +39.4% | -20.0% | +9.7% |
| 3Y | +74.7% | +188.5% | -113.8% | +33.1% |
| All | +231.3% | +101.5% | +129.9% | +152.0% |
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