+163.9%
CEG vs FANG
+45.3%
+118.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +2.9% | -7.6% | -5.6% |
| 30D | +2.3% | +2.6% | -0.3% | +1.3% |
| 3M | +15.6% | +7.6% | +8.0% | +12.4% |
| 6M | -5.0% | +17.3% | -22.3% | -12.0% |
| YTD | -19.0% | +38.7% | -57.7% | -30.4% |
| 1Y | -10.0% | +51.6% | -61.6% | -26.7% |
| 3Y | +163.9% | +50.0% | +114.0% | +123.9% |
| All | +163.9% | +45.3% | +118.7% | +123.9% |
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 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