+142.1%
CI vs FANG
+182.5%
-40.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +2.9% | -3.0% | -0.5% |
| 30D | +1.8% | +2.6% | -0.8% | +1.3% |
| 3M | -4.2% | +7.6% | -11.8% | -5.6% |
| 6M | +8.8% | +17.3% | -8.5% | +5.3% |
| YTD | +3.7% | +38.7% | -34.9% | -2.7% |
| 1Y | -6.1% | +51.6% | -57.8% | -13.4% |
| 3Y | +4.5% | +50.0% | -45.5% | -5.7% |
| 5Y | +50.5% | +237.6% | -187.0% | +13.2% |
| All | +142.1% | +182.5% | -40.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling