-65.8%
CSGP vs FANG
+225.3%
-291.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -5.1% | -1.7% | -3.4% | -4.9% |
| 30D | +0.3% | +6.8% | -6.4% | -0.8% |
| 3M | -9.1% | +1.3% | -10.4% | -9.7% |
| 6M | -37.3% | +11.8% | -49.1% | -38.9% |
| YTD | -54.9% | +35.1% | -90.0% | -57.5% |
| 1Y | -65.5% | +48.9% | -114.5% | -68.2% |
| 3Y | -63.3% | +42.8% | -106.1% | -66.1% |
| 5Y | -65.8% | +230.3% | -296.1% | -70.3% |
| All | -65.8% | +225.3% | -291.1% | -70.3% |
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 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