+89.2%
CCI vs FANG
+1,416.0%
-1,326.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -4.4% | +1.2% | -5.6% | -4.5% |
| 30D | +0.3% | +2.4% | -2.1% | +0.1% |
| 3M | -20.0% | +5.1% | -25.0% | -20.3% |
| 6M | -14.5% | +16.4% | -30.9% | -15.6% |
| YTD | -14.9% | +39.0% | -53.8% | -17.0% |
| 1Y | -17.7% | +50.6% | -68.3% | -20.2% |
| 3Y | -12.4% | +46.9% | -59.3% | -15.7% |
| 5Y | -50.1% | +238.2% | -288.4% | -55.2% |
| 10Y | +20.4% | +181.3% | -160.9% | +0.7% |
| All | +89.2% | +1,416.0% | -1,326.8% | +38.7% |
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