+327.9%
CAT vs FANG
+228.0%
+99.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | -4.5% | +2.4% | -6.9% | -5.3% |
| 3M | -5.8% | +5.1% | -10.9% | -7.8% |
| 6M | +12.7% | +16.4% | -3.7% | +5.4% |
| YTD | +41.4% | +39.0% | +2.4% | +23.4% |
| 1Y | +92.1% | +50.6% | +41.4% | +61.9% |
| 3Y | +197.5% | +46.9% | +150.5% | +146.6% |
| 5Y | +327.9% | +238.2% | +89.7% | +156.2% |
| All | +327.9% | +228.0% | +99.9% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling