+27.7%
CL vs FANG
+43.6%
-15.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -5.5% | +2.4% | -7.9% | -5.4% |
| 3M | +0.8% | +4.9% | -4.1% | +1.1% |
| 6M | -4.2% | +12.0% | -16.2% | -3.9% |
| YTD | +13.4% | +37.1% | -23.7% | +13.9% |
| 1Y | +7.1% | +52.3% | -45.2% | +8.0% |
| All | +27.7% | +43.6% | -15.9% | +26.9% |
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