+280.5%
CG vs FHN
+273.8%
+6.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | +5.0% | +0.2% | +4.8% | +5.1% |
| 3M | -18.2% | -9.0% | -9.2% | -14.4% |
| 6M | -20.7% | -6.8% | -13.9% | -18.0% |
| YTD | -31.4% | -1.5% | -29.9% | -30.8% |
| 1Y | -22.3% | +10.9% | -33.2% | -25.8% |
| 3Y | +50.2% | +119.4% | -69.2% | +6.5% |
| 5Y | -22.1% | +57.5% | -79.6% | -40.9% |
| 10Y | +295.5% | +114.1% | +181.4% | +124.0% |
| All | +280.5% | +273.8% | +6.7% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling