+241.9%
CORZ vs FHN
+67.7%
+174.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.7% | +3.6% |
| 7D | -11.2% | -1.0% | -10.3% | -10.8% |
| 30D | -26.2% | +0.2% | -26.4% | -26.6% |
| 3M | -44.1% | -9.0% | -35.1% | -40.7% |
| 6M | -52.3% | -6.8% | -45.4% | -50.5% |
| YTD | -19.2% | -1.5% | -17.7% | -19.9% |
| 1Y | -42.9% | +10.9% | -53.8% | -48.3% |
| All | +241.9% | +67.7% | +174.2% | +151.1% |
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