+238.2%
FANG vs CMS
+22.8%
+215.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | +2.4% | -2.8% | +5.2% | +2.6% |
| 3M | +5.1% | -7.1% | +12.2% | +5.8% |
| 6M | +16.4% | -10.0% | +26.5% | +17.6% |
| YTD | +39.0% | -0.9% | +39.9% | +38.6% |
| 1Y | +50.6% | -2.0% | +52.6% | +50.3% |
| 3Y | +46.9% | +33.0% | +13.9% | +39.2% |
| 5Y | +238.2% | +24.3% | +214.0% | +226.6% |
| All | +238.2% | +22.8% | +215.4% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling