+51.6%
FANG vs CMS
-2.9%
+54.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.3% |
| 7D | +2.9% | -1.9% | +4.8% | +2.7% |
| 30D | +2.6% | -4.1% | +6.7% | +2.2% |
| 3M | +7.6% | -7.1% | +14.7% | +7.2% |
| 6M | +17.3% | -10.1% | +27.4% | +17.2% |
| YTD | +38.7% | -1.7% | +40.4% | +37.1% |
| 1Y | +51.6% | -3.4% | +55.0% | +50.0% |
| All | +51.6% | -2.9% | +54.5% | +50.0% |
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