+807.8%
CCL vs FHN
+1,824.4%
-1,016.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.0% | +1.2% | -6.2% | -5.6% |
| 30D | -20.3% | -4.7% | -15.6% | -18.5% |
| 3M | -15.1% | +3.5% | -18.7% | -16.4% |
| 6M | -15.1% | +7.8% | -22.9% | -17.6% |
| YTD | -21.8% | +5.9% | -27.7% | -23.5% |
| 1Y | -24.8% | +12.5% | -37.3% | -28.6% |
| 3Y | +51.9% | +117.2% | -65.3% | +7.4% |
| 5Y | +4.0% | +86.5% | -82.5% | -27.1% |
| 10Y | -42.2% | +125.7% | -168.0% | -61.5% |
| All | +807.8% | +1,824.4% | -1,016.7% | +98.0% |
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