-37.6%
CAG vs FHN
+129.0%
-166.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -6.6% | 0.0% | -6.7% | -6.6% |
| 30D | +2.3% | -2.6% | +4.9% | +2.4% |
| 3M | +16.3% | 0.0% | +16.3% | +16.3% |
| 6M | -16.0% | +9.2% | -25.3% | -16.4% |
| YTD | -7.7% | +4.3% | -12.1% | -8.0% |
| 1Y | -16.0% | +10.8% | -26.8% | -16.7% |
| All | -37.6% | +129.0% | -166.6% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling