+280.6%
CME vs FHN
+125.8%
+154.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.6% | 0.0% | -0.7% | -0.6% |
| 30D | +4.7% | -2.6% | +7.3% | +5.2% |
| 3M | +7.8% | 0.0% | +7.8% | +7.7% |
| 6M | -11.0% | +9.2% | -20.2% | -12.8% |
| YTD | +4.0% | +4.3% | -0.3% | +2.7% |
| 1Y | +9.1% | +10.8% | -1.6% | +6.1% |
| 3Y | +52.3% | +130.7% | -78.4% | +21.3% |
| 5Y | +76.1% | +87.4% | -11.3% | +35.7% |
| 10Y | +280.6% | +126.9% | +153.7% | +130.6% |
| All | +280.6% | +125.8% | +154.8% | +130.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling