+49.3%
CCL vs FANG
+45.3%
+4.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -3.2% | +2.9% | -6.1% | -3.5% |
| 30D | -17.8% | +2.6% | -20.4% | -18.0% |
| 3M | -18.7% | +7.6% | -26.2% | -19.4% |
| 6M | -11.4% | +17.3% | -28.7% | -15.3% |
| YTD | -24.3% | +38.7% | -63.0% | -31.4% |
| 1Y | -28.8% | +51.6% | -80.5% | -37.6% |
| 3Y | +49.3% | +50.0% | -0.6% | +32.5% |
| All | +49.3% | +45.3% | +4.1% | +32.5% |
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 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