+51.0%
CL vs FANG
+182.5%
-131.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -2.2% | +2.9% | -5.1% | -2.3% |
| 30D | -6.0% | +2.6% | -8.6% | -6.0% |
| 3M | -2.3% | +7.6% | -9.9% | -2.5% |
| 6M | -2.0% | +17.3% | -19.3% | -2.5% |
| YTD | +11.8% | +38.7% | -26.8% | +10.7% |
| 1Y | +5.8% | +51.6% | -45.8% | +4.5% |
| 3Y | +25.9% | +50.0% | -24.0% | +23.7% |
| 5Y | +26.9% | +237.6% | -210.6% | +20.4% |
| All | +51.0% | +182.5% | -131.5% | +38.1% |
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