-38.3%
CAG vs FHN
+81.8%
-120.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -3.3% | +2.1% | -5.5% | -3.5% |
| 30D | +7.7% | +3.8% | +3.9% | +7.3% |
| 3M | -3.2% | -8.9% | +5.8% | -2.5% |
| 6M | +7.0% | +1.8% | +5.1% | +6.8% |
| YTD | -9.0% | +0.6% | -9.6% | -9.2% |
| 1Y | -9.6% | +12.9% | -22.5% | -10.7% |
| 3Y | -36.0% | +126.4% | -162.4% | -41.2% |
| 5Y | -40.9% | +62.3% | -103.2% | -45.0% |
| All | -38.3% | +81.8% | -120.2% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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