+481.0%
CF vs FHN
+94.7%
+386.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +4.8% | +0.9% | +3.9% | +4.3% |
| 30D | +9.7% | +2.1% | +7.6% | +8.6% |
| 3M | +1.2% | -6.0% | +7.2% | +3.2% |
| 6M | +7.4% | -2.9% | +10.3% | +7.8% |
| YTD | +60.5% | +0.7% | +59.8% | +57.3% |
| 1Y | +50.7% | +11.0% | +39.7% | +41.9% |
| 3Y | +64.8% | +130.3% | -65.5% | +6.9% |
| 5Y | +115.8% | +61.3% | +54.5% | +47.8% |
| 10Y | +481.0% | +89.6% | +391.4% | +232.2% |
| All | +481.0% | +94.7% | +386.3% | +232.2% |
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