+179.3%
COR vs FANG
+232.6%
-53.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.8% | +2.9% | -5.7% | -3.0% |
| 30D | +2.6% | +2.6% | -0.1% | +2.4% |
| 3M | +14.5% | +7.6% | +6.9% | +13.9% |
| 6M | -7.8% | +17.3% | -25.1% | -8.7% |
| YTD | -4.2% | +38.7% | -42.9% | -6.2% |
| 1Y | +7.0% | +51.6% | -44.6% | +4.1% |
| 3Y | +85.5% | +50.0% | +35.6% | +77.1% |
| All | +179.3% | +232.6% | -53.3% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling