+17,451.9%
COR vs FHN
+497.9%
+16,953.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +4.5% | -4.7% | +9.2% | +5.3% |
| 3M | +22.7% | +3.5% | +19.1% | +21.9% |
| 6M | -9.7% | +7.8% | -17.6% | -11.0% |
| YTD | -1.4% | +5.9% | -7.3% | -2.7% |
| 1Y | +13.9% | +12.5% | +1.5% | +11.1% |
| 3Y | +94.0% | +117.2% | -23.2% | +65.0% |
| 5Y | +184.0% | +86.5% | +97.5% | +138.8% |
| 10Y | +406.8% | +125.7% | +281.0% | +290.8% |
| All | +17,451.9% | +497.9% | +16,953.9% | +8,727.8% |
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