+308.6%
CFG vs FHN
+126.5%
+182.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.3% |
| 7D | +2.7% | +2.7% | 0.0% | +0.7% |
| 30D | -3.7% | -3.1% | -0.6% | -1.3% |
| 3M | +9.5% | +2.3% | +7.1% | +7.5% |
| 6M | +22.2% | +9.7% | +12.5% | +14.0% |
| YTD | +22.3% | +4.7% | +17.6% | +18.4% |
| 1Y | +39.4% | +13.8% | +25.7% | +26.1% |
| 3Y | +188.5% | +131.6% | +56.9% | +51.9% |
| 5Y | +101.5% | +91.1% | +10.4% | +1.8% |
| 10Y | +308.6% | +126.6% | +182.0% | +75.0% |
| All | +308.6% | +126.5% | +182.1% | +75.0% |
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