+732.7%
CLS vs FHN
+114.0%
+618.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -22.2% | -1.0% | -21.2% | -21.7% |
| 30D | -44.4% | +0.2% | -44.6% | -44.6% |
| 3M | -34.3% | -9.0% | -25.3% | -30.8% |
| 6M | -50.1% | -6.8% | -43.2% | -48.2% |
| YTD | -30.1% | -1.5% | -28.6% | -30.1% |
| 1Y | -39.3% | +10.9% | -50.3% | -43.3% |
| 3Y | +732.7% | +119.4% | +613.4% | +471.3% |
| All | +732.7% | +114.0% | +618.7% | +471.3% |
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 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