+34.9%
CMS vs FHN
+60.0%
-25.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.3% | +1.3% | -2.5% | -1.3% |
| 30D | +5.3% | +2.8% | +2.4% | +5.1% |
| 3M | -0.3% | -8.9% | +8.6% | 0.0% |
| 6M | -4.0% | -0.7% | -3.3% | -4.0% |
| YTD | +2.1% | +0.1% | +2.1% | +2.1% |
| 1Y | -4.7% | +10.4% | -15.1% | -5.1% |
| 3Y | +36.8% | +128.8% | -92.0% | +31.5% |
| 5Y | +34.9% | +61.5% | -26.6% | +32.5% |
| All | +34.9% | +60.0% | -25.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling