+1,443.7%
FANG vs CAG
+11.6%
+1,432.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | +1.2% | -5.9% | +7.1% | +2.3% |
| 30D | +2.4% | -1.5% | +3.9% | +2.6% |
| 3M | +5.1% | +11.5% | -6.4% | +2.4% |
| 6M | +16.4% | -15.7% | +32.1% | +19.8% |
| YTD | +39.0% | -10.2% | +49.2% | +41.0% |
| 1Y | +50.6% | -18.1% | +68.7% | +55.5% |
| 3Y | +46.9% | -39.4% | +86.3% | +59.2% |
| 5Y | +238.2% | -42.6% | +280.8% | +268.2% |
| 10Y | +181.3% | -35.6% | +216.8% | +182.3% |
| All | +1,443.7% | +11.6% | +1,432.1% | +1,245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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