+279.7%
CSGP vs FANG
+1,370.4%
-1,090.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.2% |
| 7D | -4.1% | +0.8% | -4.8% | -4.2% |
| 30D | +2.3% | +7.6% | -5.3% | +1.2% |
| 3M | -8.2% | -1.3% | -6.9% | -8.3% |
| 6M | -35.1% | +14.7% | -49.7% | -36.7% |
| YTD | -54.0% | +34.8% | -88.8% | -56.3% |
| 1Y | -65.3% | +42.9% | -108.2% | -67.4% |
| 3Y | -62.6% | +43.8% | -106.3% | -65.2% |
| 5Y | -64.8% | +225.8% | -290.6% | -71.4% |
| 10Y | +45.1% | +171.9% | -126.8% | +6.9% |
| All | +279.7% | +1,370.4% | -1,090.7% | +92.2% |
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 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