+4,872.3%
CNC vs FHN
+35.5%
+4,836.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +1.6% | +3.8% | -2.2% | +0.7% |
| 3M | +7.9% | -8.9% | +16.9% | +10.4% |
| 6M | +21.2% | +1.8% | +19.4% | +20.6% |
| YTD | +73.2% | +0.6% | +72.6% | +72.3% |
| 1Y | +97.5% | +12.9% | +84.5% | +90.9% |
| 3Y | -1.2% | +126.4% | -127.6% | -22.4% |
| 5Y | -6.1% | +62.3% | -68.3% | -24.2% |
| 10Y | +181.3% | +84.0% | +97.3% | +103.5% |
| All | +4,872.3% | +35.5% | +4,836.9% | +3,370.2% |
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