+523.1%
CMG vs FANG
+1,412.9%
-889.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | +2.9% | -4.9% | -2.5% |
| 30D | +10.9% | +2.6% | +8.3% | +10.5% |
| 3M | +15.8% | +7.6% | +8.3% | +14.4% |
| 6M | +6.9% | +17.3% | -10.4% | +3.8% |
| YTD | -2.2% | +38.7% | -40.8% | -7.5% |
| 1Y | -7.1% | +51.6% | -58.7% | -13.4% |
| 3Y | -7.1% | +50.0% | -57.1% | -14.7% |
| 5Y | -4.8% | +237.6% | -242.3% | -24.1% |
| 10Y | +324.3% | +180.7% | +143.7% | +189.9% |
| All | +523.1% | +1,412.9% | -889.7% | +200.2% |
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