+226.1%
FANG vs CF
+238.1%
-12.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.3% |
| 30D | +6.8% | +18.1% | -11.3% | -1.0% |
| 3M | +1.3% | +23.4% | -22.1% | -8.0% |
| 6M | +11.8% | +17.1% | -5.3% | +1.7% |
| YTD | +35.1% | +76.2% | -41.2% | +1.0% |
| 1Y | +48.9% | +62.3% | -13.3% | +15.3% |
| 3Y | +42.8% | +71.8% | -29.0% | +4.4% |
| All | +226.1% | +238.1% | -12.0% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling