+7,604.2%
CP vs FHN
+1,690.1%
+5,914.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | +10.2% | +0.2% | +10.0% | +10.1% |
| 3M | +2.4% | -9.0% | +11.3% | +4.8% |
| 6M | +7.7% | -6.8% | +14.5% | +9.5% |
| YTD | +26.0% | -1.5% | +27.5% | +26.2% |
| 1Y | +34.6% | +10.9% | +23.7% | +30.7% |
| 3Y | +26.7% | +119.4% | -92.7% | +0.6% |
| 5Y | +24.9% | +57.5% | -32.6% | +2.0% |
| 10Y | +258.6% | +114.1% | +144.5% | +150.6% |
| All | +7,604.2% | +1,690.1% | +5,914.1% | +3,000.2% |
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 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