+238.2%
FANG vs CFG
+96.1%
+142.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +1.2% | -1.7% | +2.9% | +1.9% |
| 30D | +2.4% | -4.6% | +7.0% | +4.1% |
| 3M | +5.1% | +7.9% | -2.8% | +1.3% |
| 6M | +16.4% | +19.9% | -3.4% | +6.6% |
| YTD | +39.0% | +21.7% | +17.3% | +25.6% |
| 1Y | +50.6% | +38.4% | +12.2% | +28.2% |
| 3Y | +46.9% | +187.0% | -140.1% | -10.3% |
| 5Y | +238.2% | +99.5% | +138.7% | +110.6% |
| All | +238.2% | +96.1% | +142.2% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling