-20.9%
CCL vs FANG
+1,395.6%
-1,416.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.7% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -18.2% | +2.4% | -20.6% | -19.1% |
| 3M | -17.7% | +4.9% | -22.6% | -20.3% |
| 6M | -13.0% | +12.0% | -25.0% | -19.5% |
| YTD | -24.5% | +37.1% | -61.6% | -36.0% |
| 1Y | -26.9% | +52.3% | -79.2% | -41.0% |
| 3Y | +50.8% | +45.0% | +5.8% | +19.8% |
| 5Y | -0.9% | +231.0% | -231.9% | -46.1% |
| 10Y | -41.7% | +177.5% | -219.1% | -75.6% |
| All | -20.9% | +1,395.6% | -1,416.4% | -74.0% |
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