+459.7%
CMS vs FHN
+1,824.4%
-1,364.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -3.6% | -4.7% | +1.1% | -2.9% |
| 3M | -1.9% | +3.5% | -5.5% | -2.5% |
| 6M | -11.0% | +7.8% | -18.8% | -12.1% |
| YTD | +0.2% | +5.9% | -5.7% | -0.9% |
| 1Y | -1.3% | +12.5% | -13.8% | -3.5% |
| 3Y | +35.9% | +117.2% | -81.3% | +18.1% |
| 5Y | +23.1% | +86.5% | -63.5% | +5.5% |
| 10Y | +117.9% | +125.7% | -7.8% | +69.1% |
| All | +459.7% | +1,824.4% | -1,364.8% | +168.3% |
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