+94.9%
CNC vs FHN
+10.7%
+84.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.7% |
| 7D | -0.9% | -1.9% | +1.0% | -0.7% |
| 30D | -1.0% | -5.4% | +4.5% | -0.3% |
| 3M | +4.5% | -1.4% | +5.9% | +5.1% |
| 6M | +85.2% | +9.9% | +75.4% | +85.6% |
| YTD | +61.4% | +3.9% | +57.5% | +61.1% |
| 1Y | +94.9% | +10.6% | +84.3% | +102.0% |
| All | +94.9% | +10.7% | +84.1% | +102.0% |
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