+7,803.6%
CI vs FHN
+1,690.1%
+6,113.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | +5.4% | +0.2% | +5.2% | +5.4% |
| 3M | +7.3% | -9.0% | +16.2% | +10.0% |
| 6M | +5.3% | -6.8% | +12.1% | +7.1% |
| YTD | +8.5% | -1.5% | +10.0% | +8.5% |
| 1Y | +17.1% | +10.9% | +6.2% | +13.2% |
| 3Y | +1.4% | +119.4% | -118.0% | -22.2% |
| 5Y | +50.5% | +57.5% | -7.1% | +19.4% |
| 10Y | +168.5% | +114.1% | +54.4% | +79.8% |
| All | +7,803.6% | +1,690.1% | +6,113.5% | +2,234.5% |
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 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