-18.4%
CAG vs FHN
+12.1%
-30.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -5.9% | -0.8% | -5.1% | -5.8% |
| 30D | -1.5% | -2.6% | +1.1% | -1.3% |
| 3M | +11.5% | +0.8% | +10.6% | +11.3% |
| 6M | -15.7% | +9.2% | -24.9% | -16.3% |
| YTD | -10.2% | +5.1% | -15.3% | -11.3% |
| All | -18.4% | +12.1% | -30.5% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling