-42.6%
CAG vs FHN
+87.6%
-130.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +11.5% | +0.8% | +10.6% | +11.4% |
| 6M | -15.7% | +9.2% | -24.9% | -16.1% |
| YTD | -10.2% | +5.1% | -15.3% | -10.5% |
| 1Y | -18.1% | +12.2% | -30.3% | -18.7% |
| 3Y | -39.4% | +132.4% | -171.8% | -43.0% |
| 5Y | -42.6% | +91.1% | -133.7% | -46.6% |
| All | -42.6% | +87.6% | -130.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling