+122.0%
CSCO vs FANG
+232.6%
-110.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | +2.9% | -0.2% | +2.2% |
| 30D | -9.5% | +2.6% | -12.1% | -9.9% |
| 3M | -7.6% | +7.6% | -15.2% | -8.9% |
| 6M | +44.9% | +17.3% | +27.6% | +40.8% |
| YTD | +47.7% | +38.7% | +9.0% | +39.5% |
| 1Y | +69.1% | +51.6% | +17.4% | +57.0% |
| 3Y | +113.5% | +50.0% | +63.6% | +95.7% |
| All | +122.0% | +232.6% | -110.6% | +82.2% |
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