+104.3%
CEG vs FHN
+114.0%
-9.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -4.7% | -1.0% | -3.7% | -4.5% |
| 30D | -16.6% | +0.2% | -16.8% | -16.8% |
| 3M | -4.1% | -9.0% | +4.9% | -1.3% |
| 6M | -22.3% | -6.8% | -15.5% | -20.8% |
| YTD | -28.9% | -1.5% | -27.4% | -29.3% |
| 1Y | -28.5% | +10.9% | -39.4% | -31.8% |
| 3Y | +104.3% | +119.4% | -15.1% | +72.1% |
| All | +104.3% | +114.0% | -9.7% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling