+61.5%
CF vs FHN
+114.0%
-52.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -3.2% | -1.0% | -2.2% | -3.2% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +2.8% | -9.0% | +11.8% | +3.0% |
| 6M | +0.6% | -6.8% | +7.4% | +0.8% |
| YTD | +56.6% | -1.5% | +58.1% | +56.5% |
| 1Y | +49.6% | +10.9% | +38.7% | +47.8% |
| 3Y | +61.5% | +119.4% | -57.9% | +50.6% |
| All | +61.5% | +114.0% | -52.5% | +50.6% |
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