+67.6%
CF vs FHN
+130.0%
-62.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +5.4% | +1.3% | +4.1% | +5.3% |
| 30D | +6.5% | +2.8% | +3.7% | +6.4% |
| 3M | +4.6% | -8.9% | +13.5% | +4.9% |
| 6M | -3.3% | -0.7% | -2.6% | -3.3% |
| YTD | +63.9% | +0.1% | +63.8% | +63.8% |
| 1Y | +50.4% | +10.4% | +40.0% | +48.9% |
| All | +67.6% | +130.0% | -62.5% | +54.2% |
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 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