+19,339.2%
CMI vs FHN
+1,801.2%
+17,538.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -14.8% | -0.7% | -14.0% | -14.7% |
| 6M | +0.8% | +10.6% | -9.8% | -2.7% |
| YTD | +10.2% | +4.6% | +5.6% | +8.3% |
| 1Y | +37.4% | +11.4% | +26.1% | +31.6% |
| 3Y | +153.3% | +132.3% | +21.0% | +84.3% |
| 5Y | +167.6% | +90.2% | +77.4% | +93.5% |
| 10Y | +514.4% | +127.4% | +386.9% | +280.0% |
| All | +19,339.2% | +1,801.2% | +17,538.0% | +7,556.0% |
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