+253.4%
FANG vs CFG
+390.8%
-137.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | -1.7% | +2.7% | -4.4% | -3.4% |
| 30D | +6.8% | -3.7% | +10.4% | +9.1% |
| 3M | +1.3% | +9.5% | -8.2% | -5.4% |
| 6M | +11.8% | +22.2% | -10.4% | -4.0% |
| YTD | +35.1% | +22.3% | +12.8% | +14.7% |
| 1Y | +48.9% | +39.4% | +9.5% | +15.4% |
| 3Y | +42.8% | +188.5% | -145.7% | -35.8% |
| 5Y | +230.3% | +101.5% | +128.7% | +76.8% |
| 10Y | +167.0% | +308.6% | -141.6% | -5.9% |
| All | +253.4% | +390.8% | -137.4% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling