+43.8%
CSGP vs FANG
+173.2%
-129.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -6.0% | +2.4% | -8.4% | -6.4% |
| 3M | -12.8% | +4.9% | -17.7% | -13.6% |
| 6M | -38.9% | +12.0% | -50.9% | -40.2% |
| YTD | -56.0% | +37.1% | -93.1% | -58.1% |
| 1Y | -66.4% | +52.3% | -118.7% | -68.6% |
| 3Y | -64.2% | +45.0% | -109.1% | -66.5% |
| 5Y | -67.0% | +231.0% | -298.0% | -72.7% |
| 10Y | +43.8% | +177.5% | -133.7% | +11.0% |
| All | +43.8% | +173.2% | -129.3% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling