+4,748.8%
CLS vs FANG
+1,395.6%
+3,353.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +20.1% | -0.4% | +20.5% | +20.2% |
| 30D | +6.0% | +2.4% | +3.6% | +5.2% |
| 3M | -10.3% | +4.9% | -15.2% | -12.3% |
| 6M | +24.5% | +12.0% | +12.5% | +19.1% |
| YTD | +12.9% | +37.1% | -24.2% | +1.4% |
| 1Y | +36.7% | +52.3% | -15.6% | +18.7% |
| 3Y | +1,328.1% | +45.0% | +1,283.1% | +1,149.2% |
| 5Y | +3,682.3% | +231.0% | +3,451.3% | +2,501.4% |
| 10Y | +3,038.3% | +177.5% | +2,860.8% | +1,702.6% |
| All | +4,748.8% | +1,395.6% | +3,353.3% | +2,119.0% |
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