+55.4%
CG vs FHN
+134.1%
-78.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -1.3% | +2.7% | -3.9% | -3.1% |
| 30D | -3.2% | -3.1% | -0.1% | -1.1% |
| 3M | +6.2% | +2.3% | +3.9% | +4.0% |
| 6M | -4.7% | +9.7% | -14.4% | -11.4% |
| YTD | -20.6% | +4.7% | -25.4% | -23.5% |
| 1Y | -26.4% | +13.8% | -40.1% | -33.8% |
| 3Y | +55.4% | +131.6% | -76.2% | -4.4% |
| All | +55.4% | +134.1% | -78.8% | -4.4% |
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