-0.8%
CRM vs FANG
+232.6%
-233.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | +2.9% | -7.3% | -4.9% |
| 30D | +28.1% | +2.6% | +25.5% | +27.5% |
| 3M | +48.8% | +7.6% | +41.3% | +46.4% |
| 6M | +28.3% | +17.3% | +10.9% | +23.7% |
| YTD | -6.0% | +38.7% | -44.7% | -12.5% |
| 1Y | +1.4% | +51.6% | -50.2% | -7.6% |
| 3Y | +11.8% | +50.0% | -38.1% | -0.4% |
| All | -0.8% | +232.6% | -233.4% | -21.6% |
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