+7,131.2%
CB vs FHN
+496.4%
+6,634.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +0.2% | -1.0% | +1.2% | +0.6% |
| 30D | +9.1% | +0.2% | +8.8% | +9.0% |
| 3M | +3.4% | -9.0% | +12.4% | +6.5% |
| 6M | +14.1% | -6.8% | +20.9% | +16.4% |
| YTD | +18.0% | -1.5% | +19.5% | +17.9% |
| 1Y | +30.1% | +10.9% | +19.2% | +24.9% |
| 3Y | +71.8% | +119.4% | -47.6% | +27.1% |
| 5Y | +101.8% | +57.5% | +44.3% | +54.7% |
| 10Y | +252.1% | +114.1% | +138.0% | +124.9% |
| All | +7,131.2% | +496.4% | +6,634.8% | +3,292.8% |
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