+322.0%
CDW vs FHN
+90.7%
+231.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +20.4% | +2.0% | +18.4% | +19.8% |
| 3M | +28.5% | -6.8% | +35.3% | +31.5% |
| 6M | +70.6% | -0.8% | +71.4% | +70.9% |
| YTD | +29.1% | +0.6% | +28.5% | +28.4% |
| 1Y | +23.8% | +11.5% | +12.3% | +18.9% |
| 3Y | -14.5% | +130.0% | -144.5% | -36.0% |
| 5Y | -1.6% | +60.8% | -62.4% | -23.7% |
| 10Y | +322.0% | +84.0% | +238.0% | +172.4% |
| All | +322.0% | +90.7% | +231.3% | +172.4% |
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