+322.0%
CMG vs FHN
+126.8%
+195.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | +10.9% | -5.4% | +16.4% | +12.1% |
| 3M | +15.8% | -1.4% | +17.3% | +16.1% |
| 6M | +6.9% | +9.9% | -2.9% | +4.8% |
| YTD | -2.2% | +3.9% | -6.0% | -3.0% |
| 1Y | -7.1% | +10.6% | -17.7% | -9.2% |
| 3Y | -7.1% | +130.7% | -137.8% | -22.3% |
| 5Y | -4.8% | +88.8% | -93.6% | -21.0% |
| All | +322.0% | +126.8% | +195.3% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling