+3.4%
CNC vs FHN
+90.1%
-86.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.8% | -2.6% | -1.2% | -3.6% |
| 3M | -3.2% | 0.0% | -3.3% | -3.2% |
| 6M | +47.9% | +9.2% | +38.6% | +46.9% |
| YTD | +55.7% | +4.3% | +51.3% | +55.0% |
| 1Y | +106.2% | +10.8% | +95.5% | +104.3% |
| 3Y | -2.1% | +130.7% | -132.8% | -10.8% |
| 5Y | +3.4% | +87.4% | -84.0% | -9.9% |
| All | +3.4% | +90.1% | -86.7% | -9.9% |
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