+6,646.7%
CB vs FHN
+541.1%
+6,105.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | -3.1% | -4.7% | +1.6% | -1.7% |
| 3M | +9.0% | +3.5% | +5.4% | +7.6% |
| 6M | +2.9% | +7.8% | -5.0% | +0.1% |
| YTD | +10.1% | +5.9% | +4.2% | +7.5% |
| 1Y | +22.8% | +12.5% | +10.3% | +17.1% |
| 3Y | +73.8% | +117.2% | -43.4% | +28.7% |
| 5Y | +99.2% | +86.5% | +12.6% | +44.2% |
| 10Y | +218.2% | +125.7% | +92.5% | +99.8% |
| All | +6,646.7% | +541.1% | +6,105.6% | +2,995.1% |
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