+1,400.5%
FANG vs CP
+485.1%
+915.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -1.7% | +2.4% | -4.2% | -3.3% |
| 30D | +6.8% | -0.5% | +7.3% | +6.8% |
| 3M | +1.3% | +1.4% | -0.1% | -0.3% |
| 6M | +11.8% | +10.3% | +1.5% | +2.5% |
| YTD | +35.1% | +24.3% | +10.8% | +13.5% |
| 1Y | +48.9% | +20.4% | +28.5% | +27.4% |
| 3Y | +42.8% | +21.8% | +21.0% | +16.5% |
| 5Y | +230.3% | +31.5% | +198.8% | +145.0% |
| 10Y | +167.0% | +223.2% | -56.2% | +14.9% |
| All | +1,400.5% | +485.1% | +915.4% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling