+3.5%
COR vs FANG
+32.3%
-28.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +3.8% |
| 7D | +9.1% | -11.3% | +20.5% | +8.9% |
| 30D | +12.4% | -0.7% | +13.1% | +12.1% |
| 3M | +15.8% | -4.2% | +20.0% | +15.5% |
| 6M | +17.1% | -13.5% | +30.5% | +15.9% |
| YTD | +5.4% | +23.7% | -18.3% | +10.3% |
| 1Y | +3.5% | +34.3% | -30.8% | +12.0% |
| All | +3.5% | +32.3% | -28.7% | +12.0% |
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 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