+102.5%
CFG vs FHN
+86.2%
+16.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | +1.2% | +0.4% | +0.8% |
| 30D | -3.8% | -4.7% | +0.9% | -1.0% |
| 3M | +11.5% | +3.5% | +7.9% | +9.3% |
| 6M | +19.2% | +7.8% | +11.4% | +14.3% |
| YTD | +23.7% | +5.9% | +17.8% | +20.1% |
| 1Y | +38.8% | +12.5% | +26.4% | +29.8% |
| 3Y | +178.9% | +117.2% | +61.7% | +88.5% |
| All | +102.5% | +86.2% | +16.3% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling