+305.9%
CG vs FHN
+94.7%
+211.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | +8.5% | +2.1% | +6.5% | +7.7% |
| 3M | -12.1% | -6.0% | -6.2% | -9.4% |
| 6M | -16.4% | -2.9% | -13.5% | -15.2% |
| YTD | -28.0% | +0.7% | -28.7% | -28.0% |
| 1Y | -18.9% | +11.0% | -29.9% | -22.6% |
| 3Y | +51.2% | +130.3% | -79.0% | +5.0% |
| 5Y | -15.9% | +61.3% | -77.1% | -37.0% |
| 10Y | +305.9% | +89.6% | +216.3% | +138.6% |
| All | +305.9% | +94.7% | +211.2% | +138.6% |
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 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