+5.6%
CDE vs FHN
+14.6%
-9.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.1% | +7.8% |
| 7D | +1.1% | +2.3% | -1.2% | 0.0% |
| 30D | -14.5% | +1.6% | -16.1% | -15.2% |
| 3M | -10.1% | -8.4% | -1.7% | -6.1% |
| 6M | -16.9% | -2.3% | -14.6% | -16.9% |
| YTD | -18.1% | +1.5% | -19.6% | -21.4% |
| 1Y | +5.6% | +15.0% | -9.4% | -2.3% |
| All | +5.6% | +14.6% | -9.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling