+73.0%
CF vs FHN
+118.6%
-45.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +14.8% | -4.7% | +19.5% | +15.1% |
| 3M | +14.1% | +3.5% | +10.5% | +13.8% |
| 6M | +28.5% | +7.8% | +20.7% | +27.7% |
| YTD | +74.9% | +5.9% | +69.1% | +74.1% |
| 1Y | +61.7% | +12.5% | +49.2% | +59.5% |
| All | +73.0% | +118.6% | -45.6% | +63.9% |
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