+104.6%
CSCO vs FANG
+45.6%
+59.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -10.8% | +2.4% | -13.2% | -11.2% |
| 3M | -9.2% | +5.1% | -14.3% | -10.2% |
| 6M | +39.5% | +16.4% | +23.1% | +35.3% |
| YTD | +41.5% | +39.0% | +2.6% | +32.5% |
| 1Y | +61.0% | +50.6% | +10.3% | +47.8% |
| All | +104.6% | +45.6% | +59.0% | +83.4% |
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