+231.7%
LNG vs CNP
+66.3%
+165.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -4.5% | -2.2% | -2.3% | -3.8% |
| 30D | +4.7% | -2.1% | +6.7% | +5.4% |
| 3M | +15.1% | -7.9% | +23.1% | +18.3% |
| 6M | +13.6% | -8.3% | +21.9% | +16.7% |
| YTD | +44.0% | +3.8% | +40.2% | +41.5% |
| 1Y | +18.4% | +5.9% | +12.5% | +15.5% |
| 3Y | +75.9% | +49.3% | +26.6% | +52.0% |
| 5Y | +231.7% | +69.3% | +162.4% | +178.9% |
| All | +231.7% | +66.3% | +165.4% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling