+69.3%
CCI vs FHN
+81.8%
-12.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +2.5% | +2.1% | +0.4% | +2.2% |
| 30D | +14.4% | +3.8% | +10.6% | +13.9% |
| 3M | +21.7% | -8.9% | +30.6% | +23.1% |
| 6M | +4.0% | +1.8% | +2.2% | +3.7% |
| YTD | +6.2% | +0.6% | +5.6% | +5.8% |
| 1Y | +5.4% | +12.9% | -7.5% | +3.4% |
| 3Y | +11.7% | +126.4% | -114.6% | -2.5% |
| 5Y | -35.6% | +62.3% | -97.9% | -42.9% |
| All | +69.3% | +81.8% | -12.6% | +31.5% |
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