+42.6%
LNG vs CMS
+1.4%
+41.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.4% |
| 7D | -1.9% | +4.1% | -6.0% | -2.6% |
| 30D | +6.2% | +10.9% | -4.6% | +4.5% |
| 3M | +13.7% | -0.2% | +14.0% | +13.6% |
| 6M | +7.5% | -4.7% | +12.2% | +8.2% |
| YTD | +51.3% | +3.9% | +47.4% | +49.8% |
| 1Y | +42.6% | +0.4% | +42.3% | +41.8% |
| All | +42.6% | +1.4% | +41.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling