+37.6%
CL vs FHN
+114.0%
-76.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.2% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | +11.4% | +0.2% | +11.1% | +11.4% |
| 3M | +4.4% | -9.0% | +13.4% | +4.2% |
| 6M | +10.8% | -6.8% | +17.6% | +10.6% |
| YTD | +25.1% | -1.5% | +26.6% | +25.2% |
| 1Y | +28.0% | +10.9% | +17.0% | +28.7% |
| 3Y | +37.6% | +119.4% | -81.7% | +41.6% |
| All | +37.6% | +114.0% | -76.4% | +41.6% |
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