+42.9%
FANG vs CFG
+40.4%
+2.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +0.8% | +1.5% | -0.8% | +0.9% |
| 30D | +7.6% | -3.8% | +11.4% | +7.2% |
| 3M | -1.3% | +11.5% | -12.8% | -1.0% |
| 6M | +14.7% | +19.2% | -4.5% | +14.2% |
| YTD | +34.8% | +23.7% | +11.1% | +31.4% |
| 1Y | +42.9% | +38.8% | +4.1% | +34.0% |
| All | +42.9% | +40.4% | +2.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling