+173.1%
CCJ vs FHN
+61.0%
+112.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | -13.7% | +2.0% | -15.7% | -14.1% |
| 3M | -24.7% | -6.8% | -17.9% | -23.4% |
| 6M | -38.1% | -0.8% | -37.4% | -38.2% |
| YTD | -18.8% | +0.6% | -19.3% | -19.0% |
| 1Y | -19.5% | +11.5% | -31.0% | -21.6% |
| 3Y | +75.9% | +130.0% | -54.1% | +45.4% |
| 5Y | +173.1% | +60.8% | +112.3% | +122.7% |
| All | +173.1% | +61.0% | +112.1% | +122.7% |
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