-9.6%
CCI vs FANG
+45.3%
-54.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | +2.2% | +2.6% | -0.4% | +2.1% |
| 3M | -16.9% | +7.6% | -24.5% | -17.3% |
| 6M | -11.5% | +17.3% | -28.9% | -12.6% |
| YTD | -12.8% | +38.7% | -51.5% | -14.6% |
| 1Y | -17.1% | +51.6% | -68.7% | -19.0% |
| 3Y | -9.6% | +50.0% | -59.6% | -17.2% |
| All | -9.6% | +45.3% | -54.9% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling