+626.9%
CEG vs FANG
+96.3%
+530.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +8.8% | +2.4% | +6.4% | +7.9% |
| 3M | +17.0% | +4.9% | +12.1% | +14.8% |
| 6M | -8.7% | +12.0% | -20.8% | -13.3% |
| YTD | -16.4% | +37.1% | -53.5% | -26.4% |
| 1Y | -1.8% | +52.3% | -54.0% | -17.4% |
| 3Y | +175.8% | +45.0% | +130.8% | +134.6% |
| All | +626.9% | +96.3% | +530.6% | +475.5% |
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 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