+278.3%
LNG vs CFG
+358.2%
-79.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -5.5% | +0.7% | -6.2% | -5.7% |
| 30D | +5.7% | +2.8% | +3.0% | +4.6% |
| 3M | +10.7% | -10.1% | +20.8% | +14.5% |
| 6M | +23.1% | +3.2% | +19.9% | +20.8% |
| YTD | +52.4% | +14.2% | +38.2% | +43.4% |
| 1Y | +40.0% | +27.4% | +12.6% | +26.4% |
| 3Y | +76.0% | +187.6% | -111.6% | +13.9% |
| 5Y | +194.7% | +65.7% | +129.0% | +124.9% |
| 10Y | +726.7% | +219.7% | +507.0% | +309.4% |
| All | +278.3% | +358.2% | -79.9% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling