-10.0%
CRM vs FANG
+32.3%
-42.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.1% |
| 7D | -6.2% | -11.3% | +5.1% | -6.4% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | +19.1% | -4.2% | +23.3% | +19.3% |
| 6M | +23.0% | -13.5% | +36.4% | +21.8% |
| YTD | -13.7% | +23.7% | -37.4% | -9.3% |
| 1Y | -10.0% | +34.3% | -44.3% | -6.8% |
| All | -10.0% | +32.3% | -42.3% | -6.8% |
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