+1,099.7%
CCJ vs FHN
+125.8%
+973.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +4.2% | 0.0% | +4.1% | +4.2% |
| 30D | +3.2% | -2.6% | +5.8% | +3.9% |
| 3M | -1.8% | 0.0% | -1.9% | -2.1% |
| 6M | -13.5% | +9.2% | -22.8% | -15.8% |
| YTD | +9.7% | +4.3% | +5.4% | +8.3% |
| 1Y | +30.0% | +10.8% | +19.2% | +25.7% |
| 3Y | +172.6% | +130.7% | +41.9% | +109.1% |
| 5Y | +342.9% | +87.4% | +255.6% | +241.4% |
| 10Y | +1,099.7% | +126.9% | +972.9% | +827.1% |
| All | +1,099.7% | +125.8% | +973.9% | +827.1% |
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