+5,294.5%
CF vs FHN
+7.9%
+5,286.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.0% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | +2.1% | -11.0% | +13.2% | +5.5% |
| 6M | -6.5% | -5.4% | -1.1% | -5.5% |
| YTD | +55.6% | -1.2% | +56.7% | +54.0% |
| 1Y | +42.3% | +10.5% | +31.8% | +36.0% |
| 3Y | +55.7% | +115.1% | -59.4% | +15.7% |
| 5Y | +122.4% | +58.1% | +64.3% | +71.7% |
| 10Y | +568.5% | +114.9% | +453.7% | +349.7% |
| All | +5,294.5% | +7.9% | +5,286.6% | +4,284.4% |
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