+66.2%
CTAS vs FANG
+45.3%
+20.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.5% | +2.9% | -2.4% | +0.3% |
| 30D | -0.7% | +2.6% | -3.3% | -1.0% |
| 3M | +11.1% | +7.6% | +3.5% | +10.2% |
| 6M | +2.1% | +17.3% | -15.2% | -0.3% |
| YTD | +8.0% | +38.7% | -30.7% | +2.9% |
| 1Y | -0.5% | +51.6% | -52.1% | -6.5% |
| 3Y | +66.2% | +50.0% | +16.3% | +52.8% |
| All | +66.2% | +45.3% | +20.9% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling