+180.8%
CEG vs FHN
+132.7%
+48.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +8.0% | +1.2% | +6.8% | +7.6% |
| 30D | +12.9% | -4.7% | +17.6% | +14.7% |
| 3M | +13.2% | +3.5% | +9.6% | +11.4% |
| 6M | -7.0% | +7.8% | -14.8% | -9.6% |
| YTD | -15.0% | +5.9% | -20.9% | -17.2% |
| 1Y | -2.7% | +12.5% | -15.2% | -7.8% |
| All | +180.8% | +132.7% | +48.1% | +125.4% |
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