+79.6%
CME vs FANG
+232.6%
-152.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | +5.6% | +2.6% | +3.0% | +5.4% |
| 3M | +5.6% | +7.6% | -2.0% | +5.0% |
| 6M | -8.3% | +17.3% | -25.6% | -9.4% |
| YTD | +4.3% | +38.7% | -34.3% | +1.9% |
| 1Y | +9.1% | +51.6% | -42.6% | +5.9% |
| 3Y | +52.1% | +50.0% | +2.1% | +45.1% |
| All | +79.6% | +232.6% | -152.9% | +52.1% |
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