+231.2%
LNG vs CNH
+12.3%
+218.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -6.7% | +1.8% | -8.6% | -7.0% |
| 30D | +3.9% | +32.6% | -28.8% | -1.5% |
| 3M | +15.5% | +29.4% | -13.9% | +9.5% |
| 6M | +10.5% | +26.0% | -15.5% | +4.6% |
| YTD | +43.0% | +52.2% | -9.3% | +28.7% |
| 1Y | +18.9% | +23.9% | -5.0% | +12.3% |
| 3Y | +74.7% | +10.1% | +64.5% | +66.7% |
| 5Y | +231.2% | +13.2% | +218.1% | +194.7% |
| All | +231.2% | +12.3% | +218.9% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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