+48.2%
FANG vs CF
+75.7%
-27.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +2.4% | +14.3% | -11.9% | -2.8% |
| 3M | +4.9% | +27.9% | -23.0% | -4.4% |
| 6M | +12.0% | +25.5% | -13.5% | +1.0% |
| YTD | +37.1% | +81.2% | -44.1% | +6.2% |
| 1Y | +52.3% | +66.5% | -14.3% | +21.5% |
| All | +48.2% | +75.7% | -27.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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