-37.7%
CAG vs FHN
+126.8%
-164.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -5.7% | -1.9% | -3.8% | -5.5% |
| 30D | -2.4% | -5.4% | +3.0% | -2.0% |
| 3M | +9.8% | -1.4% | +11.2% | +9.9% |
| 6M | -10.8% | +9.9% | -20.7% | -11.6% |
| YTD | -10.8% | +3.9% | -14.7% | -11.2% |
| 1Y | -19.0% | +10.6% | -29.6% | -19.8% |
| 3Y | -39.7% | +130.7% | -170.3% | -44.5% |
| 5Y | -43.0% | +88.8% | -131.8% | -47.6% |
| All | -37.7% | +126.8% | -164.4% | -40.0% |
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