+322.1%
CORZ vs FHN
+71.2%
+250.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +23.5% | +2.1% | +21.3% | +21.8% |
| 30D | +7.5% | +3.8% | +3.7% | +4.6% |
| 3M | -26.6% | -8.9% | -17.6% | -22.0% |
| 6M | -39.5% | +1.8% | -41.3% | -41.2% |
| YTD | -0.3% | +0.6% | -0.9% | -2.4% |
| 1Y | -4.2% | +12.9% | -17.2% | -14.2% |
| All | +322.1% | +71.2% | +250.9% | +205.9% |
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