+300.2%
CCJ vs FANG
+232.6%
+67.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.0% | +2.9% | -6.9% | -5.1% |
| 30D | -2.4% | +2.6% | -5.0% | -3.5% |
| 3M | -2.3% | +7.6% | -9.9% | -5.9% |
| 6M | -16.2% | +17.3% | -33.5% | -23.2% |
| YTD | +5.7% | +38.7% | -33.0% | -10.2% |
| 1Y | +21.3% | +51.6% | -30.4% | -1.9% |
| 3Y | +159.4% | +50.0% | +109.4% | +100.7% |
| All | +300.2% | +232.6% | +67.6% | +121.5% |
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