+1,090.4%
CCI vs FHN
+92.4%
+998.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.2% | +0.9% | +2.3% | +3.0% |
| 30D | +12.2% | +2.1% | +10.1% | +11.6% |
| 3M | +23.1% | -6.0% | +29.1% | +24.8% |
| 6M | +1.3% | -2.9% | +4.2% | +1.8% |
| YTD | +4.5% | +0.7% | +3.8% | +3.7% |
| 1Y | +2.3% | +11.0% | -8.7% | -1.0% |
| 3Y | +9.8% | +130.3% | -120.5% | -14.3% |
| 5Y | -36.5% | +61.3% | -97.8% | -48.9% |
| 10Y | +64.7% | +89.6% | -24.9% | +13.6% |
| All | +1,090.4% | +92.4% | +998.0% | +443.2% |
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 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