+74.4%
CNP vs FHN
+86.2%
-11.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +1.0% |
| 30D | -1.8% | -4.7% | +2.9% | -1.5% |
| 3M | -4.6% | +3.5% | -8.2% | -4.9% |
| 6M | -8.8% | +7.8% | -16.7% | -9.3% |
| YTD | +5.2% | +5.9% | -0.6% | +4.8% |
| 1Y | +8.3% | +12.5% | -4.2% | +7.3% |
| 3Y | +54.9% | +117.2% | -62.3% | +45.2% |
| All | +74.4% | +86.2% | -11.7% | +62.3% |
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