+1,144.3%
CAT vs FANG
+182.5%
+961.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | -4.3% | +2.6% | -6.9% | -5.1% |
| 3M | -8.6% | +7.6% | -16.2% | -11.0% |
| 6M | +16.1% | +17.3% | -1.2% | +9.5% |
| YTD | +43.8% | +38.7% | +5.1% | +28.8% |
| 1Y | +91.5% | +51.6% | +39.8% | +66.6% |
| 3Y | +202.7% | +50.0% | +152.8% | +160.0% |
| 5Y | +335.1% | +237.6% | +97.6% | +193.6% |
| All | +1,144.3% | +182.5% | +961.9% | +678.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling