+79.1%
CME vs FHN
+86.2%
-7.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +6.2% | -4.7% | +10.9% | +6.2% |
| 3M | +10.4% | +3.5% | +6.9% | +10.5% |
| 6M | -9.5% | +7.8% | -17.3% | -9.4% |
| YTD | +6.0% | +5.9% | +0.1% | +6.1% |
| 1Y | +9.3% | +12.5% | -3.2% | +9.4% |
| 3Y | +57.7% | +117.2% | -59.5% | +57.2% |
| All | +79.1% | +86.2% | -7.1% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling