-89.7%
CDE vs FHN
+1,803.6%
-1,893.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +2.3% | +2.7% | -0.4% | +1.8% |
| 30D | +18.8% | -3.1% | +21.9% | +19.4% |
| 3M | +23.5% | +2.3% | +21.1% | +22.8% |
| 6M | -8.6% | +9.7% | -18.4% | -10.3% |
| YTD | +16.0% | +4.7% | +11.3% | +14.8% |
| 1Y | +42.1% | +13.8% | +28.3% | +37.7% |
| 3Y | +835.9% | +131.6% | +704.3% | +684.4% |
| 5Y | +197.6% | +91.1% | +106.5% | +147.3% |
| 10Y | +39.6% | +126.6% | -87.1% | +6.1% |
| All | -89.7% | +1,803.6% | -1,893.2% | -91.3% |
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 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