+47.7%
CI vs FHN
+56.9%
-9.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +5.4% | +0.2% | +5.2% | +5.4% |
| 3M | +7.3% | -9.0% | +16.2% | +8.3% |
| 6M | +5.3% | -6.8% | +12.1% | +6.0% |
| YTD | +8.5% | -1.5% | +10.0% | +8.5% |
| 1Y | +17.1% | +10.9% | +6.2% | +15.8% |
| 3Y | +1.4% | +119.4% | -118.0% | -8.6% |
| All | +47.7% | +56.9% | -9.2% | +34.9% |
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