+205.3%
CNP vs FANG
+1,395.6%
-1,190.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +0.7% | -0.4% | +1.0% | +0.7% |
| 30D | -0.1% | +2.4% | -2.5% | -0.4% |
| 3M | -5.6% | +4.9% | -10.5% | -6.5% |
| 6M | -7.5% | +12.0% | -19.5% | -9.5% |
| YTD | +5.5% | +37.1% | -31.6% | +0.1% |
| 1Y | +8.3% | +52.3% | -43.9% | +1.0% |
| 3Y | +51.8% | +45.0% | +6.8% | +39.8% |
| 5Y | +69.9% | +231.0% | -161.1% | +33.6% |
| 10Y | +139.9% | +177.5% | -37.5% | +64.1% |
| All | +205.3% | +1,395.6% | -1,190.3% | +74.0% |
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