+76.3%
CL vs FHN
+106.3%
-30.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +11.6% | +1.9% | +9.6% | +11.4% |
| 3M | +5.6% | -6.9% | +12.5% | +6.1% |
| 6M | +13.2% | -3.1% | +16.2% | +13.4% |
| YTD | +26.9% | +0.6% | +26.3% | +26.7% |
| 1Y | +27.3% | +12.4% | +15.0% | +26.1% |
| 3Y | +39.7% | +133.7% | -94.0% | +28.8% |
| 5Y | +41.3% | +61.4% | -20.0% | +32.0% |
| 10Y | +76.3% | +97.9% | -21.6% | +62.9% |
| All | +76.3% | +106.3% | -30.0% | +62.9% |
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 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