+84.3%
CL vs FHN
+90.9%
-6.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | +11.8% | +2.1% | +9.7% | +11.6% |
| 3M | +5.9% | -6.0% | +11.9% | +6.4% |
| 6M | +13.3% | -2.9% | +16.3% | +13.5% |
| YTD | +27.1% | +0.7% | +26.4% | +26.9% |
| 1Y | +28.0% | +11.0% | +17.0% | +26.9% |
| 3Y | +39.4% | +130.3% | -90.9% | +28.4% |
| 5Y | +40.8% | +61.3% | -20.5% | +31.3% |
| All | +84.3% | +90.9% | -6.6% | +61.0% |
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