+42.9%
FANG vs CMS
-1.9%
+44.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +7.6% | -3.6% | +11.2% | +7.3% |
| 3M | -1.3% | -1.9% | +0.6% | -1.2% |
| 6M | +14.7% | -11.0% | +25.6% | +15.3% |
| YTD | +34.8% | +0.2% | +34.6% | +33.4% |
| 1Y | +42.9% | -1.3% | +44.2% | +41.2% |
| All | +42.9% | -1.9% | +44.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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