+181.9%
FANG vs CP
+232.0%
-50.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +2.9% | -2.6% | +5.5% | +4.8% |
| 30D | +2.6% | -3.7% | +6.4% | +5.2% |
| 3M | +7.6% | +0.1% | +7.4% | +6.6% |
| 6M | +17.3% | +7.8% | +9.5% | +8.3% |
| YTD | +38.7% | +21.7% | +17.0% | +15.9% |
| 1Y | +51.6% | +18.6% | +33.0% | +28.8% |
| 3Y | +50.0% | +17.5% | +32.4% | +22.0% |
| 5Y | +237.6% | +35.4% | +202.2% | +127.4% |
| All | +181.9% | +232.0% | -50.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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