+101.0%
CB vs FANG
+228.0%
-127.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -2.4% | +2.4% | -4.8% | -2.7% |
| 3M | +2.8% | +5.1% | -2.3% | +1.9% |
| 6M | +4.8% | +16.4% | -11.7% | +2.0% |
| YTD | +9.2% | +39.0% | -29.8% | +3.4% |
| 1Y | +22.8% | +50.6% | -27.8% | +14.7% |
| 3Y | +71.1% | +46.9% | +24.2% | +56.8% |
| 5Y | +101.0% | +238.2% | -137.3% | +51.8% |
| All | +101.0% | +228.0% | -127.0% | +51.8% |
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