+401.7%
LNG vs CLBK
+65.5%
+336.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | +3.8% | -1.0% | +4.8% | +4.1% |
| 3M | +16.2% | +22.9% | -6.8% | +10.1% |
| 6M | +11.7% | +44.2% | -32.5% | +1.4% |
| YTD | +44.2% | +64.0% | -19.8% | +26.3% |
| 1Y | +18.6% | +65.7% | -47.1% | +3.1% |
| 3Y | +77.4% | +54.1% | +23.4% | +52.6% |
| 5Y | +232.3% | +44.7% | +187.6% | +169.0% |
| All | +401.7% | +65.5% | +336.3% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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