+192.1%
CFG vs FHN
+131.2%
+60.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | +3.2% | +2.1% | +1.1% | +1.4% |
| 30D | +5.1% | +3.8% | +1.3% | +2.0% |
| 3M | -11.2% | -8.9% | -2.3% | -3.9% |
| 6M | +9.6% | +1.8% | +7.7% | +8.1% |
| YTD | +15.0% | +0.6% | +14.4% | +14.7% |
| 1Y | +29.9% | +12.9% | +16.9% | +18.0% |
| 3Y | +192.1% | +126.4% | +65.7% | +46.6% |
| All | +192.1% | +131.2% | +60.9% | +46.6% |
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