+1,093.0%
CCL vs FHN
+1,730.5%
-637.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | +17.3% | +2.1% | +15.2% | +16.3% |
| 3M | +11.3% | -6.0% | +17.3% | +14.7% |
| 6M | +18.5% | -2.9% | +21.4% | +20.4% |
| YTD | +2.8% | +0.7% | +2.1% | +3.0% |
| 1Y | +16.7% | +11.0% | +5.7% | +12.0% |
| 3Y | +146.0% | +130.3% | +15.8% | +69.9% |
| 5Y | +33.6% | +61.3% | -27.6% | +0.1% |
| 10Y | -29.4% | +89.6% | -119.0% | -49.4% |
| All | +1,093.0% | +1,730.5% | -637.5% | +166.6% |
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