+52.3%
FANG vs CVE
+109.0%
-56.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | -0.4% | +2.0% | -2.4% | -1.7% |
| 30D | +2.4% | +13.2% | -10.8% | -5.6% |
| 3M | +4.9% | +21.7% | -16.8% | -7.8% |
| 6M | +12.0% | +48.4% | -36.3% | -12.2% |
| YTD | +37.1% | +100.1% | -63.0% | -12.0% |
| 1Y | +52.3% | +107.8% | -55.6% | -4.4% |
| All | +52.3% | +109.0% | -56.7% | -4.4% |
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