-2.7%
CEG vs FANG
+43.7%
-46.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +4.7% |
| 7D | +8.0% | +0.8% | +7.2% | +8.1% |
| 30D | +12.9% | +7.6% | +5.3% | +13.6% |
| 3M | +13.2% | -1.3% | +14.5% | +12.4% |
| 6M | -7.0% | +14.7% | -21.7% | -5.7% |
| YTD | -15.0% | +34.8% | -49.8% | -12.1% |
| 1Y | -2.7% | +42.9% | -45.7% | -1.2% |
| All | -2.7% | +43.7% | -46.5% | -1.2% |
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