+275.3%
CSGP vs FANG
+1,220.9%
-945.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.6% |
| 7D | +1.3% | -15.6% | +16.9% | +3.6% |
| 30D | +10.7% | -2.9% | +13.6% | +10.9% |
| 3M | +3.3% | -5.1% | +8.4% | +3.7% |
| 6M | -10.3% | -7.3% | -3.1% | -9.9% |
| YTD | -54.6% | +21.1% | -75.6% | -56.2% |
| 1Y | -54.6% | +30.2% | -84.8% | -56.8% |
| 3Y | -60.3% | +24.7% | -85.1% | -62.4% |
| 5Y | -63.3% | +94.4% | -157.7% | -68.0% |
| 10Y | +66.5% | +156.7% | -90.2% | +23.5% |
| All | +275.3% | +1,220.9% | -945.6% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling