+8.9%
CAT vs FANG
+32.3%
-23.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -5.7% |
| 7D | -17.1% | -11.3% | -5.8% | -18.1% |
| 30D | -30.1% | -0.7% | -29.5% | -30.0% |
| 3M | -32.4% | -4.2% | -28.2% | -32.4% |
| 6M | -32.1% | -13.5% | -18.6% | -33.0% |
| YTD | +4.1% | +23.7% | -19.6% | +2.9% |
| 1Y | +8.9% | +34.3% | -25.4% | +10.7% |
| All | +8.9% | +32.3% | -23.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling