+181.9%
FANG vs CFG
+316.8%
-134.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.0% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +2.6% | -4.6% | +7.3% | +5.6% |
| 3M | +7.6% | +6.7% | +0.9% | +2.0% |
| 6M | +17.3% | +22.1% | -4.8% | +0.3% |
| YTD | +38.7% | +23.2% | +15.5% | +16.6% |
| 1Y | +51.6% | +40.3% | +11.4% | +16.0% |
| 3Y | +50.0% | +187.9% | -137.9% | -34.6% |
| 5Y | +237.6% | +102.0% | +135.6% | +75.4% |
| All | +181.9% | +316.8% | -134.9% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling