+136.0%
CMS vs FHN
+90.7%
+45.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +6.6% | +2.0% | +4.5% | +6.4% |
| 3M | +0.8% | -6.8% | +7.6% | +1.5% |
| 6M | -3.3% | -0.8% | -2.6% | -3.3% |
| YTD | +2.7% | +0.6% | +2.1% | +2.5% |
| 1Y | -4.0% | +11.5% | -15.5% | -5.3% |
| 3Y | +37.6% | +130.0% | -92.4% | +24.0% |
| 5Y | +35.4% | +60.8% | -25.3% | +23.8% |
| 10Y | +136.0% | +84.0% | +52.0% | +90.9% |
| All | +136.0% | +90.7% | +45.4% | +90.9% |
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