+895.8%
CCI vs FHN
+102.3%
+793.5%
-97.5%
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% | -1.8% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | +2.7% | -4.7% | +7.4% | +3.8% |
| 3M | -18.2% | +3.5% | -21.8% | -19.0% |
| 6M | -14.8% | +7.8% | -22.6% | -16.5% |
| YTD | -12.6% | +5.9% | -18.5% | -14.3% |
| 1Y | -16.7% | +12.5% | -29.2% | -19.9% |
| 3Y | -10.5% | +117.2% | -127.7% | -29.2% |
| 5Y | -51.4% | +86.5% | -138.0% | -62.4% |
| 10Y | +20.0% | +125.7% | -105.7% | -21.4% |
| All | +895.8% | +102.3% | +793.5% | +349.3% |
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