+3,231.7%
CLS vs FHN
+79.6%
+3,152.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | +1.2% | +3.4% | +4.1% |
| 30D | -13.9% | -4.7% | -9.2% | -12.3% |
| 3M | -26.6% | +3.5% | -30.1% | -27.4% |
| 6M | +15.4% | +7.8% | +7.6% | +12.6% |
| YTD | +5.7% | +5.9% | -0.2% | +3.5% |
| 1Y | +41.1% | +12.5% | +28.6% | +34.4% |
| 3Y | +1,228.6% | +117.2% | +1,111.4% | +911.0% |
| 5Y | +3,240.6% | +86.5% | +3,154.1% | +2,386.9% |
| 10Y | +2,760.3% | +125.7% | +2,634.6% | +1,786.3% |
| All | +3,231.7% | +79.6% | +3,152.1% | +1,470.7% |
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 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