+1,400.5%
FANG vs CMS
+345.6%
+1,054.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | +6.8% | -3.2% | +9.9% | +7.3% |
| 3M | +1.3% | -2.2% | +3.5% | +1.6% |
| 6M | +11.8% | -9.4% | +21.2% | +13.6% |
| YTD | +35.1% | +0.7% | +34.4% | +34.4% |
| 1Y | +48.9% | +0.4% | +48.6% | +48.1% |
| 3Y | +42.8% | +35.2% | +7.6% | +32.5% |
| 5Y | +230.3% | +24.1% | +206.2% | +209.8% |
| 10Y | +167.0% | +115.8% | +51.2% | +126.1% |
| All | +1,400.5% | +345.6% | +1,054.9% | +790.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling