+132.5%
CNP vs FANG
+182.5%
-50.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.4% | +2.9% | -4.3% | -1.8% |
| 30D | -2.9% | +2.6% | -5.5% | -3.3% |
| 3M | -7.5% | +7.6% | -15.1% | -8.7% |
| 6M | -7.9% | +17.3% | -25.2% | -10.5% |
| YTD | +3.7% | +38.7% | -34.9% | -1.8% |
| 1Y | +4.6% | +51.6% | -47.0% | -2.6% |
| 3Y | +49.1% | +50.0% | -0.8% | +36.4% |
| 5Y | +69.2% | +237.6% | -168.3% | +31.3% |
| All | +132.5% | +182.5% | -50.0% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling