+139.1%
CI vs FHN
+126.5%
+12.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -2.6% | +2.7% | -5.2% | -3.2% |
| 30D | -2.4% | -3.1% | +0.7% | -1.6% |
| 3M | -4.8% | +2.3% | -7.1% | -5.4% |
| 6M | +2.1% | +9.7% | -7.6% | -0.4% |
| YTD | +1.4% | +4.7% | -3.4% | -0.1% |
| 1Y | -6.8% | +13.8% | -20.5% | -10.3% |
| 3Y | +3.3% | +131.6% | -128.3% | -20.7% |
| 5Y | +41.1% | +91.1% | -50.1% | +6.4% |
| 10Y | +139.1% | +126.6% | +12.4% | +47.8% |
| All | +139.1% | +126.5% | +12.6% | +47.8% |
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 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