+50.0%
FANG vs CPB
-43.0%
+93.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | -1.8% | +4.7% | +2.9% |
| 30D | +2.6% | -7.1% | +9.7% | +2.7% |
| 3M | +7.6% | -6.0% | +13.6% | +7.6% |
| 6M | +17.3% | -5.3% | +22.6% | +17.5% |
| YTD | +38.7% | -20.8% | +59.5% | +40.7% |
| 1Y | +51.6% | -33.8% | +85.5% | +55.2% |
| 3Y | +50.0% | -43.7% | +93.7% | +56.0% |
| All | +50.0% | -43.0% | +93.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling