+1,299.0%
FANG vs CF
+313.5%
+985.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +4.0% | +4.8% | -0.8% | +1.5% |
| 30D | -5.8% | +4.7% | -10.5% | -8.1% |
| 3M | -6.7% | +7.4% | -14.1% | -10.6% |
| 6M | -6.4% | +0.6% | -7.0% | -7.5% |
| YTD | +25.9% | +64.1% | -38.2% | -7.1% |
| 1Y | +31.1% | +51.4% | -20.3% | +0.9% |
| 3Y | +31.3% | +67.8% | -36.5% | -7.9% |
| 5Y | +108.3% | +114.1% | -5.8% | +19.6% |
| 10Y | +156.4% | +480.1% | -323.7% | -4.8% |
| All | +1,299.0% | +313.5% | +985.5% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling