+105.9%
CB vs FHN
+60.0%
+46.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | +1.3% | -1.2% | -0.1% |
| 30D | +7.4% | +2.8% | +4.6% | +7.0% |
| 3M | +8.6% | -8.9% | +17.5% | +9.8% |
| 6M | +16.1% | -0.7% | +16.8% | +16.2% |
| YTD | +20.2% | +0.1% | +20.1% | +20.0% |
| 1Y | +27.2% | +10.4% | +16.8% | +25.4% |
| 3Y | +72.7% | +128.8% | -56.1% | +53.8% |
| 5Y | +105.9% | +61.5% | +44.5% | +84.7% |
| All | +105.9% | +60.0% | +46.0% | +84.7% |
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