+1,168.7%
COST vs FANG
+1,412.9%
-244.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | -4.7% | +2.6% | -7.3% | -4.9% |
| 3M | -7.1% | +7.6% | -14.7% | -7.5% |
| 6M | -8.5% | +17.3% | -25.9% | -9.4% |
| YTD | +5.4% | +38.7% | -33.3% | +3.5% |
| 1Y | -5.6% | +51.6% | -57.3% | -7.8% |
| 3Y | +68.5% | +50.0% | +18.5% | +63.7% |
| 5Y | +105.2% | +237.6% | -132.3% | +91.6% |
| 10Y | +610.7% | +180.7% | +430.0% | +558.2% |
| All | +1,168.7% | +1,412.9% | -244.1% | +886.5% |
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