+577.4%
CF vs FHN
+125.4%
+452.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.5% |
| 30D | +14.8% | -4.7% | +19.5% | +16.8% |
| 3M | +14.1% | +3.5% | +10.5% | +12.2% |
| 6M | +28.5% | +7.8% | +20.7% | +23.3% |
| YTD | +74.9% | +5.9% | +69.1% | +68.5% |
| 1Y | +61.7% | +12.5% | +49.2% | +51.2% |
| 3Y | +80.3% | +117.2% | -36.9% | +19.9% |
| 5Y | +226.0% | +86.5% | +139.4% | +107.1% |
| All | +577.4% | +125.4% | +452.0% | +215.2% |
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