+222.4%
LNG vs CMS
+26.5%
+195.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | -6.2% | +1.2% | -7.4% | -6.4% |
| 30D | +8.0% | -3.2% | +11.1% | +8.5% |
| 3M | +16.9% | -2.2% | +19.1% | +17.3% |
| 6M | +8.7% | -9.4% | +18.1% | +10.4% |
| YTD | +43.0% | +0.7% | +42.3% | +42.6% |
| 1Y | +19.4% | +0.4% | +19.1% | +19.1% |
| 3Y | +74.7% | +35.2% | +39.5% | +67.2% |
| 5Y | +222.4% | +24.1% | +198.3% | +223.5% |
| All | +222.4% | +26.5% | +195.9% | +223.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling