+250.7%
CP vs FHN
+94.7%
+156.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +11.0% | +2.1% | +9.0% | +10.4% |
| 3M | +3.8% | -6.0% | +9.8% | +5.5% |
| 6M | +9.5% | -2.9% | +12.4% | +10.2% |
| YTD | +28.2% | +0.7% | +27.5% | +27.6% |
| 1Y | +33.0% | +11.0% | +21.9% | +29.0% |
| 3Y | +35.5% | +130.3% | -94.7% | +5.9% |
| 5Y | +25.8% | +61.3% | -35.5% | +1.1% |
| 10Y | +250.7% | +89.6% | +161.1% | +145.5% |
| All | +250.7% | +94.7% | +156.0% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling