+9.8%
CG vs FHN
+88.9%
-79.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | -1.3% | +2.7% | -3.9% | -2.5% |
| 30D | -3.2% | -3.1% | -0.1% | -1.8% |
| 3M | +6.2% | +2.3% | +3.9% | +4.8% |
| 6M | -4.7% | +9.7% | -14.4% | -9.0% |
| YTD | -20.6% | +4.7% | -25.4% | -22.4% |
| 1Y | -26.4% | +13.8% | -40.1% | -31.0% |
| 3Y | +55.4% | +131.6% | -76.2% | +13.0% |
| 5Y | +9.8% | +91.1% | -81.3% | -20.8% |
| All | +9.8% | +88.9% | -79.1% | -20.8% |
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