+65.1%
CSGP vs FANG
+140.2%
-75.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -3.2% | -7.4% | +4.3% | -2.2% |
| 30D | +2.2% | -7.3% | +9.5% | +3.0% |
| 3M | -3.7% | -10.0% | +6.4% | -2.6% |
| 6M | -7.4% | -4.6% | -2.9% | -7.4% |
| YTD | -54.9% | +20.5% | -75.4% | -56.4% |
| 1Y | -54.9% | +26.0% | -80.9% | -56.7% |
| 3Y | -61.9% | +26.0% | -88.0% | -63.8% |
| 5Y | -63.1% | +104.5% | -167.6% | -67.6% |
| 10Y | +65.1% | +140.5% | -75.4% | +32.3% |
| All | +65.1% | +140.2% | -75.1% | +32.3% |
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