+222.1%
LNG vs CNI
+12.6%
+209.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | +3.8% | -2.7% | +6.5% | +4.5% |
| 3M | +16.2% | +3.9% | +12.2% | +14.7% |
| 6M | +11.7% | +16.4% | -4.7% | +6.3% |
| YTD | +44.2% | +25.8% | +18.4% | +33.5% |
| 1Y | +18.6% | +32.4% | -13.8% | +7.7% |
| 3Y | +77.4% | +19.1% | +58.3% | +62.8% |
| All | +222.1% | +12.6% | +209.5% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling