-3.7%
CDW vs FHN
+61.2%
-64.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +9.3% | +2.1% | +7.2% | +8.8% |
| 30D | +14.4% | +3.8% | +10.6% | +13.6% |
| 3M | +21.4% | -8.9% | +30.4% | +23.9% |
| 6M | +72.8% | +1.8% | +71.0% | +72.1% |
| YTD | +28.0% | +0.6% | +27.4% | +27.6% |
| 1Y | +19.3% | +12.9% | +6.4% | +16.1% |
| 3Y | -15.3% | +126.4% | -141.7% | -25.8% |
| All | -3.7% | +61.2% | -64.8% | -15.2% |
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