+115.8%
CMS vs FHN
+126.5%
-10.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.2% | +2.7% | -1.4% | +1.0% |
| 30D | -3.2% | -3.1% | -0.1% | -2.9% |
| 3M | -2.2% | +2.3% | -4.6% | -2.4% |
| 6M | -9.4% | +9.7% | -19.2% | -10.3% |
| YTD | +0.7% | +4.7% | -4.1% | +0.1% |
| 1Y | +0.4% | +13.8% | -13.4% | -1.2% |
| 3Y | +35.2% | +131.6% | -96.4% | +22.2% |
| 5Y | +24.1% | +91.1% | -67.0% | +11.2% |
| 10Y | +115.8% | +126.6% | -10.8% | +72.1% |
| All | +115.8% | +126.5% | -10.7% | +72.1% |
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