-65.0%
CBRS vs FHN
+0.6%
-65.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.7% | +11.0% |
| 7D | +21.2% | +2.1% | +19.1% | +20.1% |
| 30D | -23.2% | +3.8% | -26.9% | -24.3% |
| 3M | -52.9% | -8.9% | -44.0% | -50.8% |
| All | -65.0% | +0.6% | -65.6% | -66.4% |
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