+7,539.9%
CP vs FHN
+1,824.4%
+5,715.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +0.2% | -4.7% | +4.9% | +1.4% |
| 3M | +2.6% | +3.5% | -1.0% | +1.6% |
| 6M | +6.0% | +7.8% | -1.8% | +3.8% |
| YTD | +24.9% | +5.9% | +19.1% | +22.8% |
| 1Y | +20.1% | +12.5% | +7.6% | +15.8% |
| 3Y | +16.4% | +117.2% | -100.8% | -7.5% |
| 5Y | +31.7% | +86.5% | -54.8% | +2.7% |
| 10Y | +223.9% | +125.7% | +98.1% | +123.1% |
| All | +7,539.9% | +1,824.4% | +5,715.5% | +2,918.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling