+70.9%
LNG vs CMS
+38.7%
+32.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -8.4% | -0.9% | -7.5% | -8.2% |
| 30D | +2.7% | +7.1% | -4.4% | +1.0% |
| 3M | +11.7% | -1.3% | +13.0% | +11.9% |
| 6M | +19.5% | -2.7% | +22.1% | +20.1% |
| YTD | +48.0% | +2.6% | +45.3% | +46.3% |
| 1Y | +38.4% | -2.0% | +40.4% | +38.4% |
| All | +70.9% | +38.7% | +32.2% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling