+5,967.0%
CF vs FHN
+15.6%
+5,951.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.6% |
| 30D | +14.8% | -4.7% | +19.5% | +16.4% |
| 3M | +14.1% | +3.5% | +10.5% | +12.6% |
| 6M | +28.5% | +7.8% | +20.7% | +24.4% |
| YTD | +74.9% | +5.9% | +69.1% | +69.9% |
| 1Y | +61.7% | +12.5% | +49.2% | +53.6% |
| 3Y | +80.3% | +117.2% | -36.9% | +33.7% |
| 5Y | +226.0% | +86.5% | +139.4% | +139.2% |
| 10Y | +569.9% | +125.7% | +444.1% | +344.3% |
| All | +5,967.0% | +15.6% | +5,951.4% | +4,737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling