+1,082.1%
CCJ vs FHN
+268.8%
+813.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | -13.2% | +3.8% | -17.0% | -14.0% |
| 3M | -27.6% | -8.9% | -18.7% | -26.0% |
| 6M | -38.7% | +1.8% | -40.5% | -39.1% |
| YTD | -22.7% | +0.6% | -23.3% | -22.9% |
| 1Y | -17.6% | +12.9% | -30.5% | -20.1% |
| 3Y | +62.7% | +126.4% | -63.7% | +30.7% |
| 5Y | +159.7% | +62.3% | +97.4% | +117.1% |
| 10Y | +769.3% | +84.0% | +685.4% | +564.8% |
| All | +1,082.1% | +268.8% | +813.2% | +585.7% |
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 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