+1,397.3%
FANG vs CVE
+27.8%
+1,369.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.9% |
| 7D | +0.8% | +2.5% | -1.7% | -1.0% |
| 30D | +7.6% | +16.7% | -9.1% | -3.7% |
| 3M | -1.3% | +9.3% | -10.6% | -7.6% |
| 6M | +14.7% | +43.6% | -28.9% | -12.3% |
| YTD | +34.8% | +93.6% | -58.8% | -17.2% |
| 1Y | +42.9% | +98.8% | -55.8% | -14.2% |
| 3Y | +43.8% | +73.6% | -29.8% | -6.3% |
| 5Y | +225.8% | +312.5% | -86.6% | +11.0% |
| 10Y | +171.9% | +161.0% | +10.8% | +2.6% |
| All | +1,397.3% | +27.8% | +1,369.5% | +782.2% |
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