+1,440.5%
FANG vs CNI
+253.2%
+1,187.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | +2.9% | -0.4% | +3.3% | +3.2% |
| 30D | +2.6% | -2.7% | +5.3% | +4.6% |
| 3M | +7.6% | +3.9% | +3.6% | +3.7% |
| 6M | +17.3% | +16.4% | +1.0% | +1.5% |
| YTD | +38.7% | +25.8% | +12.9% | +11.8% |
| 1Y | +51.6% | +32.4% | +19.3% | +16.5% |
| 3Y | +50.0% | +19.1% | +30.9% | +21.3% |
| 5Y | +237.6% | +13.6% | +224.0% | +174.7% |
| 10Y | +180.7% | +136.8% | +43.9% | +25.7% |
| All | +1,440.5% | +253.2% | +1,187.3% | +423.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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