+22.8%
CCL vs FHN
+56.9%
-34.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.1% | -1.0% | +4.1% | +3.8% |
| 30D | +13.7% | +0.2% | +13.5% | +13.7% |
| 3M | +3.8% | -9.0% | +12.8% | +9.0% |
| 6M | +9.3% | -6.8% | +16.1% | +13.5% |
| YTD | -1.1% | -1.5% | +0.4% | +0.2% |
| 1Y | +14.6% | +10.9% | +3.6% | +9.8% |
| 3Y | +146.4% | +119.4% | +27.0% | +84.7% |
| All | +22.8% | +56.9% | -34.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling