+425.9%
CORZ vs FANG
+45.3%
+380.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.0% |
| 7D | +7.6% | -0.4% | +8.0% | +7.7% |
| 30D | -6.9% | +2.4% | -9.3% | -7.9% |
| 3M | -33.0% | +4.9% | -37.9% | -34.8% |
| 6M | +19.3% | +12.0% | +7.3% | +11.1% |
| YTD | +24.2% | +37.1% | -12.8% | +3.6% |
| 1Y | +24.5% | +52.3% | -27.8% | -3.7% |
| All | +425.9% | +45.3% | +380.6% | +347.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling