+66.4%
CNP vs FHN
+131.2%
-64.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.3% | +2.1% | -0.8% | +1.1% |
| 30D | +3.8% | +3.8% | 0.0% | +3.5% |
| 3M | +2.4% | -8.9% | +11.3% | +3.1% |
| 6M | -1.2% | +1.8% | -3.0% | -1.3% |
| YTD | +9.3% | +0.6% | +8.7% | +9.1% |
| 1Y | +6.4% | +12.9% | -6.5% | +5.3% |
| 3Y | +66.4% | +126.4% | -60.0% | +42.8% |
| All | +66.4% | +131.2% | -64.9% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling