-24.8%
CCL vs FANG
+43.7%
-68.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | -0.7% |
| 7D | -5.0% | +0.8% | -5.8% | -4.7% |
| 30D | -20.3% | +7.6% | -27.9% | -17.4% |
| 3M | -15.1% | -1.3% | -13.8% | -14.3% |
| 6M | -15.1% | +14.7% | -29.8% | -12.1% |
| YTD | -21.8% | +34.8% | -56.6% | -19.9% |
| 1Y | -24.8% | +42.9% | -67.7% | -24.9% |
| All | -24.8% | +43.7% | -68.5% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling