+194.3%
CDE vs FHN
+87.6%
+106.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.3% |
| 7D | -6.1% | -0.8% | -5.2% | -5.9% |
| 30D | +9.5% | -2.6% | +12.1% | +9.9% |
| 3M | +32.0% | +0.8% | +31.1% | +31.6% |
| 6M | -12.8% | +9.2% | -22.0% | -14.3% |
| YTD | +14.2% | +5.1% | +9.1% | +12.9% |
| 1Y | +36.3% | +12.2% | +24.1% | +32.8% |
| 3Y | +821.4% | +132.4% | +689.0% | +707.5% |
| 5Y | +194.3% | +91.1% | +103.2% | +144.2% |
| All | +194.3% | +87.6% | +106.6% | +144.2% |
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