+4,100.0%
CMG vs FHN
+17.4%
+4,082.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | +7.1% | -4.7% | +11.8% | +8.3% |
| 3M | +31.2% | +3.5% | +27.6% | +29.9% |
| 6M | +0.7% | +7.8% | -7.1% | -1.3% |
| YTD | -0.1% | +5.9% | -6.0% | -1.6% |
| 1Y | -10.7% | +12.5% | -23.2% | -13.6% |
| 3Y | -4.7% | +117.2% | -121.9% | -22.6% |
| 5Y | -3.8% | +86.5% | -90.3% | -23.3% |
| 10Y | +352.5% | +125.7% | +226.8% | +212.9% |
| All | +4,100.0% | +17.4% | +4,082.6% | +3,043.4% |
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