+237.0%
CFG vs FHN
+106.3%
+130.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +1.3% |
| 7D | +0.3% | -0.5% | +0.7% | +0.7% |
| 30D | +3.2% | +1.9% | +1.3% | +1.8% |
| 3M | -9.7% | -6.9% | -2.8% | -4.5% |
| 6M | +3.6% | -3.1% | +6.7% | +6.3% |
| YTD | +14.7% | +0.6% | +14.1% | +14.6% |
| 1Y | +29.6% | +12.4% | +17.2% | +19.0% |
| 3Y | +190.6% | +133.7% | +56.9% | +52.1% |
| 5Y | +67.1% | +61.4% | +5.7% | -2.1% |
| 10Y | +237.0% | +97.9% | +139.2% | +58.3% |
| All | +237.0% | +106.3% | +130.8% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling