+238.2%
FANG vs CNH
+8.8%
+229.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.2% | +2.3% |
| 7D | +1.2% | -2.5% | +3.7% | +1.8% |
| 30D | +2.4% | +27.0% | -24.6% | -6.0% |
| 3M | +5.1% | +32.6% | -27.5% | -6.1% |
| 6M | +16.4% | +23.6% | -7.2% | +5.0% |
| YTD | +39.0% | +47.8% | -8.9% | +15.4% |
| 1Y | +50.6% | +21.3% | +29.4% | +35.7% |
| 3Y | +46.9% | +7.0% | +40.0% | +36.1% |
| 5Y | +238.2% | +10.2% | +228.1% | +190.1% |
| All | +238.2% | +8.8% | +229.4% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling