+56.1%
CDE vs FHN
+128.3%
-72.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | +9.5% | -4.8% | +14.3% | +10.8% |
| 3M | +25.5% | -0.7% | +26.2% | +25.5% |
| 6M | -7.9% | +10.6% | -18.5% | -10.5% |
| YTD | +15.6% | +4.6% | +11.0% | +13.9% |
| 1Y | +34.0% | +11.4% | +22.7% | +29.2% |
| 3Y | +791.9% | +132.3% | +659.7% | +600.7% |
| 5Y | +197.7% | +90.2% | +107.6% | +127.5% |
| All | +56.1% | +128.3% | -72.2% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling