+5,209.7%
LNG vs CNI
+6,457.9%
-1,248.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.5% | -1.1% | -3.4% | -3.8% |
| 30D | +4.7% | -3.5% | +8.2% | +6.8% |
| 3M | +15.1% | +2.2% | +12.9% | +13.2% |
| 6M | +13.6% | +15.1% | -1.5% | +2.7% |
| YTD | +44.0% | +24.7% | +19.3% | +23.4% |
| 1Y | +18.4% | +33.4% | -15.0% | -3.1% |
| 3Y | +75.9% | +19.5% | +56.4% | +49.0% |
| 5Y | +231.7% | +12.6% | +219.1% | +184.1% |
| 10Y | +549.0% | +134.7% | +414.3% | +227.8% |
| All | +5,209.7% | +6,457.9% | -1,248.1% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling