+503.2%
CMI vs FHN
+128.3%
+374.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | -12.4% | -4.8% | -7.6% | -11.0% |
| 3M | -14.8% | -0.7% | -14.0% | -14.7% |
| 6M | +0.8% | +10.6% | -9.8% | -2.5% |
| YTD | +10.2% | +4.6% | +5.6% | +8.4% |
| 1Y | +37.4% | +11.4% | +26.1% | +32.0% |
| 3Y | +153.3% | +132.3% | +21.0% | +89.2% |
| 5Y | +167.6% | +90.2% | +77.4% | +96.5% |
| All | +503.2% | +128.3% | +374.9% | +258.6% |
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