+601.8%
CAG vs FHN
+1,824.4%
-1,222.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | +1.2% | -5.0% | -3.9% |
| 30D | +3.1% | -4.7% | +7.8% | +3.7% |
| 3M | +23.5% | +3.5% | +19.9% | +22.9% |
| 6M | -14.8% | +7.8% | -22.7% | -15.7% |
| YTD | -5.4% | +5.9% | -11.3% | -6.3% |
| 1Y | -11.8% | +12.5% | -24.3% | -13.4% |
| 3Y | -36.7% | +117.2% | -153.9% | -43.5% |
| 5Y | -40.3% | +86.5% | -126.8% | -47.1% |
| 10Y | -37.0% | +125.7% | -162.7% | -48.3% |
| All | +601.8% | +1,824.4% | -1,222.6% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling