+469.1%
CB vs FANG
+1,373.6%
-904.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | -3.9% | +6.8% | -10.7% | -4.9% |
| 3M | +4.9% | +1.3% | +3.6% | +4.5% |
| 6M | +3.3% | +11.8% | -8.5% | +1.0% |
| YTD | +8.5% | +35.1% | -26.6% | +3.1% |
| 1Y | +22.1% | +48.9% | -26.9% | +14.1% |
| 3Y | +70.1% | +42.8% | +27.3% | +57.2% |
| 5Y | +97.4% | +230.3% | -132.9% | +57.3% |
| 10Y | +216.8% | +167.0% | +49.8% | +126.3% |
| All | +469.1% | +1,373.6% | -904.5% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling