+39.4%
CL vs FHN
+132.8%
-93.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.6% | +0.9% | +1.7% | +2.6% |
| 30D | +11.8% | +2.1% | +9.7% | +11.8% |
| 3M | +5.9% | -6.0% | +11.9% | +5.8% |
| 6M | +13.3% | -2.9% | +16.3% | +13.3% |
| YTD | +27.1% | +0.7% | +26.4% | +27.2% |
| 1Y | +28.0% | +11.0% | +17.0% | +28.6% |
| 3Y | +39.4% | +130.3% | -90.9% | +44.3% |
| All | +39.4% | +132.8% | -93.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling