-14.2%
CLF vs FANG
+43.6%
-57.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -3.2% | +2.4% | -5.6% | -4.4% |
| 3M | -5.0% | +4.9% | -9.8% | -8.1% |
| 6M | +26.6% | +12.0% | +14.6% | +14.9% |
| YTD | -9.0% | +37.1% | -46.1% | -27.3% |
| 1Y | +11.8% | +52.3% | -40.4% | -17.3% |
| All | -14.2% | +43.6% | -57.8% | -32.6% |
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