+34.3%
FANG vs CVE
+73.4%
-39.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | +0.3% |
| 7D | -11.3% | -12.1% | +0.8% | -3.3% |
| 30D | -0.7% | -9.8% | +9.1% | +6.4% |
| 3M | -4.2% | -0.7% | -3.4% | -3.5% |
| 6M | -13.5% | -4.3% | -9.2% | -11.3% |
| YTD | +23.7% | +70.6% | -46.9% | -13.1% |
| 1Y | +34.3% | +73.2% | -38.8% | -6.4% |
| All | +34.3% | +73.4% | -39.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling