-12.2%
CDW vs FHN
+13.8%
-26.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.9% |
| 7D | -3.9% | +2.7% | -6.5% | -4.5% |
| 30D | +6.9% | -3.1% | +10.0% | +7.8% |
| 3M | +7.7% | +2.3% | +5.3% | +7.2% |
| 6M | +18.3% | +9.7% | +8.6% | +14.5% |
| YTD | +7.8% | +4.7% | +3.0% | +6.0% |
| 1Y | -12.2% | +13.8% | -25.9% | -14.5% |
| All | -12.2% | +13.8% | -26.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling