+3.2%
CDE vs FANG
+32.1%
-28.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | -0.1% |
| 7D | +4.2% | -13.0% | +17.2% | +1.2% |
| 30D | -14.8% | -2.9% | -11.9% | -15.4% |
| 3M | -16.1% | -3.0% | -13.1% | -15.9% |
| 6M | -14.5% | -11.9% | -2.6% | -15.7% |
| YTD | -17.9% | +21.5% | -39.4% | -18.1% |
| 1Y | +3.2% | +34.0% | -30.7% | -5.7% |
| All | +3.2% | +32.1% | -28.9% | -5.7% |
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