+181.9%
FANG vs CMS
+118.9%
+63.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | +2.6% | -4.1% | +6.7% | +3.2% |
| 3M | +7.6% | -7.1% | +14.7% | +8.7% |
| 6M | +17.3% | -10.1% | +27.4% | +19.0% |
| YTD | +38.7% | -1.7% | +40.4% | +38.6% |
| 1Y | +51.6% | -3.4% | +55.0% | +51.8% |
| 3Y | +50.0% | +31.6% | +18.4% | +41.4% |
| 5Y | +237.6% | +23.3% | +214.3% | +220.4% |
| All | +181.9% | +118.9% | +63.0% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling