+42.9%
FANG vs CHD
+7.1%
+35.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -2.7% | +3.5% | +0.3% |
| 30D | +7.6% | -4.6% | +12.2% | +6.9% |
| 3M | -1.3% | +5.0% | -6.3% | -0.8% |
| 6M | +14.7% | -3.2% | +17.9% | +17.0% |
| YTD | +34.8% | +18.6% | +16.1% | +33.1% |
| 1Y | +42.9% | +4.8% | +38.1% | +43.5% |
| All | +42.9% | +7.1% | +35.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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