-40.4%
CCL vs FHN
+126.6%
-167.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -0.1% | +2.7% | -2.8% | -2.0% |
| 30D | -20.0% | -3.1% | -16.9% | -18.2% |
| 3M | -13.7% | +2.3% | -16.0% | -15.0% |
| 6M | -9.0% | +9.7% | -18.8% | -14.3% |
| YTD | -22.8% | +4.7% | -27.5% | -25.0% |
| 1Y | -25.3% | +13.8% | -39.1% | -31.8% |
| 3Y | +54.1% | +131.6% | -77.5% | -14.3% |
| 5Y | +3.5% | +91.1% | -87.7% | -45.8% |
| All | -40.4% | +126.6% | -167.0% | -73.5% |
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