+7,418.1%
CME vs FHN
+32.3%
+7,385.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | +13.2% | +0.2% | +13.0% | +13.1% |
| 3M | +16.3% | -9.0% | +25.3% | +19.9% |
| 6M | +7.1% | -6.8% | +14.0% | +9.3% |
| YTD | +15.8% | -1.5% | +17.3% | +15.3% |
| 1Y | +17.1% | +10.9% | +6.1% | +11.6% |
| 3Y | +63.2% | +119.4% | -56.2% | +14.8% |
| 5Y | +70.2% | +57.5% | +12.7% | +21.8% |
| 10Y | +337.0% | +114.1% | +222.9% | +143.5% |
| All | +7,418.1% | +32.3% | +7,385.8% | +3,606.3% |
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 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