+1,914.6%
CLS vs FHN
+81.8%
+1,832.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +16.3% | +2.1% | +14.2% | +15.3% |
| 30D | -25.7% | +3.8% | -29.5% | -26.9% |
| 3M | -30.9% | -8.9% | -21.9% | -28.3% |
| 6M | -35.5% | +1.8% | -37.3% | -36.2% |
| YTD | -18.7% | +0.6% | -19.3% | -19.3% |
| 1Y | -17.9% | +12.9% | -30.8% | -22.4% |
| 3Y | +838.1% | +126.4% | +711.7% | +566.3% |
| 5Y | +1,971.9% | +62.3% | +1,909.6% | +1,415.1% |
| All | +1,914.6% | +81.8% | +1,832.7% | +1,127.7% |
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