+1,278.4%
FANG vs CVE
+14.6%
+1,263.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.1% |
| 7D | +2.1% | +4.6% | -2.5% | -1.1% |
| 30D | -7.5% | -12.0% | +4.5% | +1.2% |
| 3M | -8.2% | -3.8% | -4.4% | -5.9% |
| 6M | -6.4% | -2.7% | -3.7% | -5.2% |
| YTD | +24.1% | +73.6% | -49.5% | -17.7% |
| 1Y | +28.5% | +62.0% | -33.5% | -10.6% |
| 3Y | +29.8% | +72.7% | -42.9% | -15.0% |
| 5Y | +105.2% | +153.9% | -48.7% | -1.3% |
| 10Y | +152.6% | +147.6% | +5.0% | -0.5% |
| All | +1,278.4% | +14.6% | +1,263.7% | +776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling