+319.5%
CDW vs FHN
+106.3%
+213.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.2% |
| 7D | +9.3% | -0.5% | +9.8% | +9.6% |
| 30D | +15.8% | +1.9% | +13.8% | +15.2% |
| 3M | +21.8% | -6.9% | +28.7% | +24.7% |
| 6M | +58.8% | -3.1% | +61.8% | +60.3% |
| YTD | +22.8% | +0.6% | +22.2% | +22.1% |
| 1Y | +17.9% | +12.4% | +5.6% | +13.0% |
| 3Y | -17.4% | +133.7% | -151.1% | -38.5% |
| 5Y | -5.7% | +61.4% | -67.1% | -27.0% |
| 10Y | +319.5% | +97.9% | +221.6% | +175.5% |
| All | +319.5% | +106.3% | +213.2% | +175.5% |
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