+110.5%
CNC vs FHN
+14.6%
+95.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.7% | +11.0% | +12.3% |
| 7D | +13.4% | +2.3% | +11.1% | +12.9% |
| 30D | +18.2% | +1.6% | +16.6% | +17.8% |
| 3M | +18.6% | -8.4% | +27.0% | +20.0% |
| 6M | +41.9% | -2.3% | +44.2% | +43.6% |
| YTD | +84.7% | +1.5% | +83.2% | +84.8% |
| 1Y | +110.5% | +15.0% | +95.5% | +115.0% |
| All | +110.5% | +14.6% | +95.9% | +115.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling