+783.5%
CME vs FANG
+1,412.9%
-629.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +5.6% | +2.6% | +3.0% | +5.3% |
| 3M | +5.6% | +7.6% | -2.0% | +4.6% |
| 6M | -8.3% | +17.3% | -25.6% | -10.2% |
| YTD | +4.3% | +38.7% | -34.3% | +0.2% |
| 1Y | +9.1% | +51.6% | -42.6% | +3.6% |
| 3Y | +52.1% | +50.0% | +2.1% | +42.1% |
| 5Y | +79.7% | +237.6% | -157.9% | +48.6% |
| 10Y | +281.8% | +180.7% | +101.1% | +178.1% |
| All | +783.5% | +1,412.9% | -629.3% | +375.3% |
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