+338.5%
COP vs FANG
+182.5%
+156.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +2.3% | +2.9% | -0.6% | +0.5% |
| 30D | +8.6% | +2.6% | +6.0% | +6.9% |
| 3M | +19.9% | +7.6% | +12.3% | +14.6% |
| 6M | +19.0% | +17.3% | +1.7% | +7.8% |
| YTD | +50.0% | +38.7% | +11.3% | +22.7% |
| 1Y | +50.5% | +51.6% | -1.1% | +16.7% |
| 3Y | +25.2% | +50.0% | -24.7% | -3.4% |
| 5Y | +194.3% | +237.6% | -43.3% | +43.3% |
| All | +338.5% | +182.5% | +156.1% | +76.7% |
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