+3,860.6%
CLS vs FANG
+232.6%
+3,628.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +10.9% | +2.9% | +8.1% | +9.8% |
| 30D | +2.1% | +2.6% | -0.5% | +1.0% |
| 3M | -10.2% | +7.6% | -17.8% | -13.6% |
| 6M | +30.4% | +17.3% | +13.1% | +20.5% |
| YTD | +17.2% | +38.7% | -21.4% | +0.6% |
| 1Y | +41.0% | +51.6% | -10.6% | +15.8% |
| 3Y | +1,338.0% | +50.0% | +1,288.0% | +1,065.6% |
| All | +3,860.6% | +232.6% | +3,628.0% | +1,966.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling