+94.9%
CNC vs FANG
+52.7%
+42.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.9% | +2.9% | -3.8% | -1.2% |
| 30D | -1.0% | +2.6% | -3.6% | -1.3% |
| 3M | +4.5% | +7.6% | -3.0% | +3.6% |
| 6M | +85.2% | +17.3% | +67.9% | +79.7% |
| YTD | +61.4% | +38.7% | +22.7% | +55.9% |
| 1Y | +94.9% | +51.6% | +43.2% | +80.8% |
| All | +94.9% | +52.7% | +42.2% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling