+284.1%
COP vs FANG
+1,395.6%
-1,111.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +11.7% | +2.4% | +9.3% | +10.2% |
| 3M | +17.7% | +4.9% | +12.8% | +14.5% |
| 6M | +18.3% | +12.0% | +6.3% | +10.8% |
| YTD | +49.1% | +37.1% | +12.0% | +24.6% |
| 1Y | +53.3% | +52.3% | +1.1% | +20.9% |
| 3Y | +22.2% | +45.0% | -22.8% | -1.8% |
| 5Y | +193.3% | +231.0% | -37.7% | +53.0% |
| 10Y | +340.2% | +177.5% | +162.8% | +97.8% |
| All | +284.1% | +1,395.6% | -1,111.5% | +22.2% |
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