-9.9%
CCI vs FHN
+134.1%
-144.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +0.2% | +2.7% | -2.5% | 0.0% |
| 30D | +0.5% | -3.1% | +3.6% | +0.7% |
| 3M | -16.3% | +2.3% | -18.6% | -16.4% |
| 6M | -13.9% | +9.7% | -23.7% | -14.4% |
| YTD | -12.4% | +4.7% | -17.2% | -12.8% |
| 1Y | -15.2% | +13.8% | -28.9% | -16.2% |
| 3Y | -9.9% | +131.6% | -141.4% | -27.2% |
| All | -9.9% | +134.1% | -144.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling