+1,751.5%
CLS vs FHN
+106.3%
+1,645.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.1% | +5.7% | +7.0% |
| 7D | -10.6% | -0.5% | -10.1% | -10.3% |
| 30D | -38.4% | +1.9% | -40.4% | -39.0% |
| 3M | -29.9% | -6.9% | -22.9% | -27.8% |
| 6M | -40.6% | -3.1% | -37.6% | -40.1% |
| YTD | -24.6% | +0.6% | -25.2% | -25.1% |
| 1Y | -30.8% | +12.4% | -43.1% | -34.3% |
| 3Y | +811.7% | +133.7% | +678.0% | +540.5% |
| 5Y | +1,838.4% | +61.4% | +1,777.1% | +1,323.6% |
| 10Y | +1,751.5% | +97.9% | +1,653.6% | +1,063.1% |
| All | +1,751.5% | +106.3% | +1,645.2% | +1,063.1% |
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