-5.7%
CMG vs FHN
+90.1%
-95.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +12.1% | -2.6% | +14.7% | +12.5% |
| 3M | +20.6% | 0.0% | +20.5% | +20.5% |
| 6M | +2.1% | +9.2% | -7.1% | +0.6% |
| YTD | -2.6% | +4.3% | -7.0% | -3.3% |
| 1Y | -8.7% | +10.8% | -19.4% | -10.2% |
| 3Y | -7.4% | +130.7% | -138.1% | -15.3% |
| 5Y | -5.7% | +87.4% | -93.0% | -13.5% |
| All | -5.7% | +90.1% | -95.7% | -13.5% |
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