+243.0%
CB vs FHN
+106.3%
+136.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -1.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.5% | +1.9% | +4.6% | +5.9% |
| 3M | +4.1% | -6.9% | +11.0% | +6.1% |
| 6M | +14.4% | -3.1% | +17.5% | +15.2% |
| YTD | +17.5% | +0.6% | +16.9% | +16.7% |
| 1Y | +27.5% | +12.4% | +15.2% | +22.5% |
| 3Y | +71.6% | +133.7% | -62.1% | +26.5% |
| 5Y | +100.6% | +61.4% | +39.3% | +54.2% |
| 10Y | +243.0% | +97.9% | +145.1% | +118.6% |
| All | +243.0% | +106.3% | +136.7% | +118.6% |
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 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