+56.1%
CCL vs FHN
+132.7%
-76.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.0% | +1.2% | -6.2% | -5.9% |
| 30D | -20.3% | -4.7% | -15.6% | -17.2% |
| 3M | -15.1% | +3.5% | -18.7% | -17.5% |
| 6M | -15.1% | +7.8% | -22.9% | -19.6% |
| YTD | -21.8% | +5.9% | -27.7% | -25.1% |
| 1Y | -24.8% | +12.5% | -37.3% | -31.7% |
| All | +56.1% | +132.7% | -76.6% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling