-28.7%
CG vs FHN
+13.3%
-42.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -6.4% | 0.0% | -6.5% | -6.4% |
| 30D | -7.1% | -2.6% | -4.5% | -5.7% |
| 3M | -1.6% | 0.0% | -1.6% | -2.1% |
| 6M | -8.3% | +9.2% | -17.6% | -13.8% |
| YTD | -23.8% | +4.3% | -28.2% | -25.6% |
| 1Y | -28.7% | +10.8% | -39.5% | -32.7% |
| All | -28.7% | +13.3% | -42.0% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling