+181.9%
FANG vs CNH
+158.6%
+23.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +2.9% | -5.7% | +8.6% | +5.8% |
| 30D | +2.6% | +26.6% | -23.9% | -10.3% |
| 3M | +7.6% | +31.1% | -23.5% | -9.4% |
| 6M | +17.3% | +24.9% | -7.6% | -1.4% |
| YTD | +38.7% | +48.7% | -10.0% | +4.5% |
| 1Y | +51.6% | +22.2% | +29.4% | +26.9% |
| 3Y | +50.0% | +7.4% | +42.5% | +27.9% |
| 5Y | +237.6% | +10.8% | +226.7% | +166.4% |
| All | +181.9% | +158.6% | +23.3% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling