+4,577.2%
CNC vs FHN
+42.6%
+4,534.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +3.5% | +1.2% | +2.4% | +3.2% |
| 30D | +0.1% | -4.7% | +4.8% | +1.2% |
| 3M | +6.9% | +3.5% | +3.4% | +6.1% |
| 6M | +49.0% | +7.8% | +41.2% | +46.1% |
| YTD | +62.9% | +5.9% | +57.0% | +60.1% |
| 1Y | +134.0% | +12.5% | +121.5% | +125.8% |
| 3Y | +9.4% | +117.2% | -107.8% | -13.4% |
| 5Y | +4.1% | +86.5% | -82.4% | -19.0% |
| 10Y | +95.4% | +125.7% | -30.3% | +33.5% |
| All | +4,577.2% | +42.6% | +4,534.6% | +3,123.7% |
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