+1,812.7%
CNP vs FHN
+1,824.4%
-11.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -1.8% | -4.7% | +2.9% | -1.0% |
| 3M | -4.6% | +3.5% | -8.2% | -5.3% |
| 6M | -8.8% | +7.8% | -16.7% | -10.3% |
| YTD | +5.2% | +5.9% | -0.6% | +3.8% |
| 1Y | +8.3% | +12.5% | -4.2% | +5.2% |
| 3Y | +54.9% | +117.2% | -62.3% | +29.8% |
| 5Y | +73.5% | +86.5% | -13.0% | +43.2% |
| 10Y | +139.1% | +125.7% | +13.4% | +80.2% |
| All | +1,812.7% | +1,824.4% | -11.7% | +851.8% |
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 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