+1,583.6%
CCJ vs FHN
+288.3%
+1,295.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | +1.2% | -0.4% | +0.5% |
| 30D | +6.9% | -4.7% | +11.6% | +8.1% |
| 3M | -11.6% | +3.5% | -15.2% | -12.6% |
| 6M | -16.2% | +7.8% | -24.0% | -17.8% |
| YTD | +10.1% | +5.9% | +4.2% | +8.5% |
| 1Y | +32.3% | +12.5% | +19.8% | +28.1% |
| 3Y | +171.3% | +117.2% | +54.1% | +119.8% |
| 5Y | +372.4% | +86.5% | +285.8% | +281.4% |
| 10Y | +1,070.0% | +125.7% | +944.3% | +751.6% |
| All | +1,583.6% | +288.3% | +1,295.4% | +864.6% |
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