+91.5%
CAT vs FANG
+52.7%
+38.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.6% | +2.9% | -2.3% | +0.8% |
| 30D | -4.3% | +2.6% | -6.9% | -4.1% |
| 3M | -8.6% | +7.6% | -16.2% | -8.0% |
| 6M | +16.1% | +17.3% | -1.2% | +15.6% |
| YTD | +43.8% | +38.7% | +5.1% | +39.4% |
| 1Y | +91.5% | +51.6% | +39.8% | +83.2% |
| All | +91.5% | +52.7% | +38.8% | +83.2% |
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