+238.2%
FANG vs CP
+32.2%
+206.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.9% |
| 7D | +1.2% | -2.7% | +3.9% | +2.3% |
| 30D | +2.4% | -3.4% | +5.7% | +3.7% |
| 3M | +5.1% | -0.6% | +5.7% | +4.9% |
| 6M | +16.4% | +6.3% | +10.1% | +12.0% |
| YTD | +39.0% | +21.2% | +17.8% | +25.2% |
| 1Y | +50.6% | +20.0% | +30.6% | +36.1% |
| 3Y | +46.9% | +18.7% | +28.2% | +29.5% |
| 5Y | +238.2% | +34.8% | +203.5% | +157.0% |
| All | +238.2% | +32.2% | +206.1% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling