+487.0%
CF vs FHN
+106.3%
+380.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.9% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +6.9% | +1.9% | +5.0% | +5.9% |
| 3M | +4.8% | -6.9% | +11.8% | +7.3% |
| 6M | +4.7% | -3.1% | +7.7% | +5.1% |
| YTD | +56.5% | +0.6% | +55.9% | +53.4% |
| 1Y | +48.4% | +12.4% | +36.1% | +39.0% |
| 3Y | +59.1% | +133.7% | -74.6% | +2.4% |
| 5Y | +109.5% | +61.4% | +48.2% | +43.3% |
| 10Y | +487.0% | +97.9% | +389.1% | +217.3% |
| All | +487.0% | +106.3% | +380.7% | +217.3% |
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