+2,174.6%
CTAS vs FANG
+1,395.6%
+779.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +1.0% | -0.4% | +1.4% | +1.0% |
| 30D | -1.1% | +2.4% | -3.5% | -1.5% |
| 3M | +11.5% | +4.9% | +6.6% | +10.3% |
| 6M | +0.2% | +12.0% | -11.9% | -2.4% |
| YTD | +7.2% | +37.1% | -29.9% | +0.7% |
| 1Y | 0.0% | +52.3% | -52.3% | -7.9% |
| 3Y | +65.9% | +45.0% | +21.0% | +51.4% |
| 5Y | +109.6% | +231.0% | -121.4% | +61.0% |
| 10Y | +683.8% | +177.5% | +506.3% | +423.2% |
| All | +2,174.6% | +1,395.6% | +779.0% | +1,132.0% |
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