+75.9%
LNG vs CNP
+52.2%
+23.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -6.7% | +0.7% | -7.4% | -7.0% |
| 30D | +3.9% | -0.1% | +3.9% | +3.8% |
| 3M | +15.5% | -5.6% | +21.1% | +17.6% |
| 6M | +10.5% | -7.5% | +18.0% | +13.0% |
| YTD | +43.0% | +5.5% | +37.5% | +40.0% |
| 1Y | +18.9% | +8.3% | +10.5% | +15.3% |
| All | +75.9% | +52.2% | +23.7% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling