-33.8%
CCL vs FHN
+80.9%
-114.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -0.3% | +1.3% | -1.6% | -1.2% |
| 30D | +10.3% | +2.8% | +7.5% | +8.4% |
| 3M | +6.6% | -8.9% | +15.5% | +14.0% |
| 6M | +20.0% | -0.7% | +20.7% | +20.8% |
| YTD | -1.9% | +0.1% | -2.0% | -1.5% |
| 1Y | +10.4% | +10.4% | 0.0% | +3.6% |
| 3Y | +134.8% | +128.8% | +6.0% | +31.2% |
| 5Y | +34.0% | +61.5% | -27.5% | -19.8% |
| All | -33.8% | +80.9% | -114.7% | -69.1% |
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