+489.8%
CCJ vs FANG
+1,412.9%
-923.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.0% | +2.9% | -6.9% | -4.8% |
| 30D | -2.4% | +2.6% | -5.0% | -3.2% |
| 3M | -2.3% | +7.6% | -9.9% | -5.1% |
| 6M | -16.2% | +17.3% | -33.5% | -21.4% |
| YTD | +5.7% | +38.7% | -33.0% | -5.9% |
| 1Y | +21.3% | +51.6% | -30.4% | +4.5% |
| 3Y | +159.4% | +50.0% | +109.4% | +119.7% |
| 5Y | +300.7% | +237.6% | +63.1% | +167.9% |
| 10Y | +1,055.2% | +180.7% | +874.5% | +577.5% |
| All | +489.8% | +1,412.9% | -923.1% | +136.6% |
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