+142.2%
CI vs FHN
+80.9%
+61.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +4.9% | +2.8% | +2.1% | +4.2% |
| 3M | +7.4% | -8.9% | +16.3% | +9.8% |
| 6M | +0.4% | -0.7% | +1.1% | +0.4% |
| YTD | +9.5% | +0.1% | +9.4% | +9.1% |
| 1Y | +12.0% | +10.4% | +1.6% | +8.8% |
| 3Y | +7.1% | +128.8% | -121.7% | -17.4% |
| 5Y | +49.3% | +61.5% | -12.1% | +19.1% |
| All | +142.2% | +80.9% | +61.3% | +61.5% |
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