+18.6%
LNG vs CNI
+33.8%
-15.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | +3.8% | -2.7% | +6.5% | +3.9% |
| 3M | +16.2% | +3.9% | +12.2% | +16.0% |
| 6M | +11.7% | +16.4% | -4.7% | +11.6% |
| YTD | +44.2% | +25.8% | +18.4% | +40.9% |
| 1Y | +18.6% | +32.4% | -13.8% | +15.2% |
| All | +18.6% | +33.8% | -15.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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