+34.8%
CF vs FHN
+14.6%
+20.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -3.9% |
| 7D | -6.9% | +2.3% | -9.2% | -6.2% |
| 30D | -3.7% | +1.6% | -5.4% | -3.2% |
| 3M | -5.0% | -8.4% | +3.4% | -7.1% |
| 6M | -10.5% | -2.3% | -8.2% | -10.3% |
| YTD | +46.5% | +1.5% | +45.0% | +50.1% |
| 1Y | +34.8% | +15.0% | +19.8% | +30.0% |
| All | +34.8% | +14.6% | +20.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling