+4,850.5%
CL vs FHN
+1,824.4%
+3,026.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.2% | +1.2% | -3.4% | -2.3% |
| 30D | -4.8% | -4.7% | -0.1% | -4.2% |
| 3M | +4.9% | +3.5% | +1.4% | +4.4% |
| 6M | -5.7% | +7.8% | -13.5% | -6.8% |
| YTD | +14.4% | +5.9% | +8.5% | +13.2% |
| 1Y | +8.7% | +12.5% | -3.7% | +6.6% |
| 3Y | +30.0% | +117.2% | -87.2% | +14.0% |
| 5Y | +28.4% | +86.5% | -58.2% | +11.3% |
| 10Y | +50.1% | +125.7% | -75.6% | +18.6% |
| All | +4,850.5% | +1,824.4% | +3,026.0% | +1,605.3% |
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 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