+223.2%
CP vs FHN
+126.5%
+96.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +2.4% | +2.7% | -0.2% | +1.7% |
| 30D | -0.5% | -3.1% | +2.6% | +0.3% |
| 3M | +1.4% | +2.3% | -0.9% | +0.7% |
| 6M | +10.3% | +9.7% | +0.6% | +7.6% |
| YTD | +24.3% | +4.7% | +19.6% | +22.5% |
| 1Y | +20.4% | +13.8% | +6.7% | +15.8% |
| 3Y | +21.8% | +131.6% | -109.8% | -5.0% |
| 5Y | +31.5% | +91.1% | -59.6% | +0.1% |
| 10Y | +223.2% | +126.6% | +96.6% | +114.2% |
| All | +223.2% | +126.5% | +96.7% | +114.2% |
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