+126.7%
CL vs FANG
+1,373.6%
-1,246.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.4% | -1.7% | +0.4% | -1.3% |
| 30D | -5.2% | +6.8% | -12.0% | -5.5% |
| 3M | +3.3% | +1.3% | +2.0% | +3.2% |
| 6M | -4.4% | +11.8% | -16.2% | -5.0% |
| YTD | +13.9% | +35.1% | -21.2% | +12.3% |
| 1Y | +7.6% | +48.9% | -41.3% | +5.6% |
| 3Y | +29.6% | +42.8% | -13.2% | +26.5% |
| 5Y | +28.1% | +230.3% | -202.2% | +18.7% |
| 10Y | +53.4% | +167.0% | -113.7% | +36.1% |
| All | +126.7% | +1,373.6% | -1,246.8% | +61.4% |
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