+298.9%
LNG vs CFG
+358.5%
-59.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +10.9% | +1.6% | +9.3% | +10.3% |
| 30D | +8.1% | +3.3% | +4.8% | +6.8% |
| 3M | +15.7% | -11.5% | +27.2% | +20.4% |
| 6M | +27.2% | +6.2% | +21.0% | +23.7% |
| YTD | +60.7% | +14.3% | +46.4% | +51.2% |
| 1Y | +46.3% | +26.7% | +19.5% | +32.3% |
| 3Y | +85.6% | +187.8% | -102.1% | +20.1% |
| 5Y | +211.6% | +61.3% | +150.3% | +140.5% |
| 10Y | +810.9% | +217.2% | +593.7% | +353.0% |
| All | +298.9% | +358.5% | -59.6% | +68.0% |
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 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