+1,400.5%
FANG vs CPB
-2.5%
+1,403.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -1.7% | -8.2% | +6.5% | -1.2% |
| 30D | +6.8% | -5.6% | +12.4% | +7.1% |
| 3M | +1.3% | +3.0% | -1.7% | +0.9% |
| 6M | +11.8% | -12.7% | +24.5% | +12.7% |
| YTD | +35.1% | -18.0% | +53.1% | +36.8% |
| 1Y | +48.9% | -31.7% | +80.7% | +52.9% |
| 3Y | +42.8% | -41.0% | +83.8% | +47.4% |
| 5Y | +230.3% | -38.4% | +268.7% | +238.3% |
| 10Y | +167.0% | -45.0% | +212.0% | +180.5% |
| All | +1,400.5% | -2.5% | +1,403.0% | +1,219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling