+139.8%
CNP vs FHN
+106.3%
+33.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | -0.1% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +5.7% | +1.9% | +3.8% | +5.2% |
| 3M | +0.9% | -6.9% | +7.9% | +2.5% |
| 6M | -1.1% | -3.1% | +2.0% | -0.5% |
| YTD | +8.3% | +0.6% | +7.7% | +7.6% |
| 1Y | +5.9% | +12.4% | -6.5% | +2.3% |
| 3Y | +64.6% | +133.7% | -69.1% | +27.4% |
| 5Y | +74.6% | +61.4% | +13.2% | +38.8% |
| 10Y | +139.8% | +97.9% | +42.0% | +55.8% |
| All | +139.8% | +106.3% | +33.6% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling