+421.5%
CARR vs FANG
+1,569.8%
-1,148.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | +2.9% | -6.7% | -4.3% |
| 30D | -8.9% | +2.6% | -11.5% | -9.4% |
| 3M | -17.3% | +7.6% | -24.9% | -18.7% |
| 6M | -1.4% | +17.3% | -18.7% | -5.4% |
| YTD | +10.0% | +38.7% | -28.7% | +1.9% |
| 1Y | -6.4% | +51.6% | -58.0% | -15.0% |
| 3Y | +1.5% | +50.0% | -48.4% | -8.8% |
| 5Y | +9.3% | +237.6% | -228.3% | -17.6% |
| All | +421.5% | +1,569.8% | -1,148.3% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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