+50.3%
FANG vs CNH
+6.3%
+44.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.2% | +1.9% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | +2.4% | +27.0% | -24.6% | -2.5% |
| 3M | +5.1% | +32.6% | -27.5% | -1.7% |
| 6M | +16.4% | +23.6% | -7.2% | +9.9% |
| YTD | +39.0% | +47.8% | -8.9% | +23.3% |
| 1Y | +50.6% | +21.3% | +29.4% | +42.4% |
| All | +50.3% | +6.3% | +44.0% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling