+351.8%
CCJ vs FHN
+88.9%
+262.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +5.9% | +2.7% | +3.3% | +5.2% |
| 30D | +4.7% | -3.1% | +7.8% | +5.5% |
| 3M | -3.3% | +2.3% | -5.6% | -4.1% |
| 6M | -7.0% | +9.7% | -16.8% | -9.3% |
| YTD | +11.5% | +4.7% | +6.7% | +10.0% |
| 1Y | +32.3% | +13.8% | +18.5% | +27.7% |
| 3Y | +176.8% | +131.6% | +45.3% | +126.5% |
| 5Y | +351.8% | +91.1% | +260.6% | +252.8% |
| All | +351.8% | +88.9% | +262.9% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling