+60.4%
CF vs FHN
+114.8%
-54.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +6.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.4% |
| 30D | +2.2% | -0.9% | +3.1% | +2.2% |
| 3M | +2.1% | -11.0% | +13.2% | +2.4% |
| 6M | -6.5% | -5.4% | -1.1% | -6.4% |
| YTD | +55.6% | -1.2% | +56.7% | +55.5% |
| 1Y | +42.3% | +10.5% | +31.8% | +40.7% |
| All | +60.4% | +114.8% | -54.4% | +49.6% |
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