+67.1%
CCI vs FHN
+80.9%
-13.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.4% | +1.3% | -2.6% | -1.5% |
| 30D | +12.7% | +2.8% | +9.9% | +12.3% |
| 3M | +23.0% | -8.9% | +31.9% | +24.4% |
| 6M | +0.6% | -0.7% | +1.3% | +0.6% |
| YTD | +4.9% | +0.1% | +4.8% | +4.6% |
| 1Y | +0.7% | +10.4% | -9.7% | -0.9% |
| 3Y | +10.2% | +128.8% | -118.6% | -4.0% |
| 5Y | -36.4% | +61.5% | -97.9% | -43.5% |
| All | +67.1% | +80.9% | -13.8% | +29.9% |
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