+639.7%
CEG vs FHN
+56.6%
+583.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +6.7% | +2.7% | +4.0% | +6.2% |
| 30D | +11.0% | -3.1% | +14.1% | +11.6% |
| 3M | +19.5% | +2.3% | +17.1% | +18.8% |
| 6M | -5.9% | +9.7% | -15.6% | -7.6% |
| YTD | -15.0% | +4.7% | -19.7% | -16.0% |
| 1Y | +0.6% | +13.8% | -13.1% | -2.4% |
| 3Y | +180.6% | +131.6% | +49.1% | +149.9% |
| All | +639.7% | +56.6% | +583.1% | +628.5% |
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