+1,443.7%
FANG vs CRL
+608.7%
+835.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +1.2% | -6.9% | +8.1% | +3.4% |
| 30D | +2.4% | -3.2% | +5.6% | +3.2% |
| 3M | +5.1% | +46.5% | -41.5% | -7.8% |
| 6M | +16.4% | +63.1% | -46.7% | -3.0% |
| YTD | +39.0% | +36.9% | +2.1% | +21.5% |
| 1Y | +50.6% | +78.1% | -27.5% | +19.2% |
| 3Y | +46.9% | +36.7% | +10.2% | +18.7% |
| 5Y | +238.2% | -38.1% | +276.3% | +263.9% |
| 10Y | +181.3% | +246.6% | -65.4% | +32.3% |
| All | +1,443.7% | +608.7% | +835.0% | +429.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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