+31.5%
CP vs FHN
+10.7%
+20.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | +10.3% | +2.8% | +7.5% | +9.1% |
| 3M | +2.3% | -8.9% | +11.2% | +6.0% |
| 6M | +10.7% | -0.7% | +11.4% | +10.6% |
| YTD | +29.3% | +0.1% | +29.2% | +27.1% |
| 1Y | +31.5% | +10.4% | +21.1% | +23.3% |
| All | +31.5% | +10.7% | +20.7% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling