+2,944.0%
CLS vs FHN
+126.5%
+2,817.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +6.1% |
| 7D | +12.8% | +2.7% | +10.1% | +11.5% |
| 30D | +3.8% | -3.1% | +6.9% | +5.2% |
| 3M | -14.6% | +2.3% | -17.0% | -15.5% |
| 6M | +32.2% | +9.7% | +22.5% | +27.3% |
| YTD | +11.6% | +4.7% | +6.9% | +9.2% |
| 1Y | +35.1% | +13.8% | +21.3% | +26.7% |
| 3Y | +1,312.5% | +131.6% | +1,181.0% | +896.5% |
| 5Y | +3,542.1% | +91.1% | +3,450.9% | +2,376.8% |
| 10Y | +2,944.0% | +126.6% | +2,817.4% | +1,661.4% |
| All | +2,944.0% | +126.5% | +2,817.5% | +1,661.4% |
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