+1,440.5%
FANG vs CG
+238.4%
+1,202.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +2.9% | -9.9% | +12.7% | +7.5% |
| 30D | +2.6% | -11.7% | +14.3% | +7.7% |
| 3M | +7.6% | -4.3% | +11.9% | +7.9% |
| 6M | +17.3% | -8.8% | +26.1% | +18.5% |
| YTD | +38.7% | -26.9% | +65.5% | +52.7% |
| 1Y | +51.6% | -35.4% | +87.1% | +75.8% |
| 3Y | +50.0% | +43.0% | +6.9% | +11.6% |
| 5Y | +237.6% | +1.9% | +235.7% | +177.3% |
| 10Y | +180.7% | +313.9% | -133.3% | +20.0% |
| All | +1,440.5% | +238.4% | +1,202.1% | +610.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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