+1,303.9%
CAT vs FANG
+1,373.6%
-69.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | -1.7% | +7.3% | +6.0% |
| 30D | -2.3% | +6.8% | -9.1% | -4.1% |
| 3M | -10.0% | +1.3% | -11.3% | -10.8% |
| 6M | +21.2% | +11.8% | +9.4% | +16.2% |
| YTD | +44.4% | +35.1% | +9.4% | +31.0% |
| 1Y | +96.3% | +48.9% | +47.4% | +72.8% |
| 3Y | +203.9% | +42.8% | +161.1% | +166.6% |
| 5Y | +333.5% | +230.3% | +103.2% | +199.6% |
| 10Y | +1,126.0% | +167.0% | +959.0% | +667.5% |
| All | +1,303.9% | +1,373.6% | -69.7% | +514.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling