+863.2%
CDW vs FHN
+227.7%
+635.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.2% | +1.2% | +2.0% | +2.8% |
| 30D | +9.3% | -4.7% | +14.0% | +10.9% |
| 3M | +9.8% | +3.5% | +6.2% | +8.5% |
| 6M | +23.3% | +7.8% | +15.5% | +19.9% |
| YTD | +13.7% | +5.9% | +7.8% | +11.0% |
| 1Y | -6.5% | +12.5% | -19.0% | -10.8% |
| 3Y | -25.2% | +117.2% | -142.4% | -43.5% |
| 5Y | -19.5% | +86.5% | -106.0% | -41.4% |
| 10Y | +285.8% | +125.7% | +160.1% | +132.6% |
| All | +863.2% | +227.7% | +635.6% | +412.9% |
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