-18.0%
CPB vs FHN
+14.6%
-32.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.8% |
| 7D | +13.0% | +2.3% | +10.7% | +12.7% |
| 30D | +20.5% | +1.6% | +18.9% | +20.2% |
| 3M | +2.2% | -8.4% | +10.6% | +2.5% |
| 6M | +15.4% | -2.3% | +17.7% | +15.3% |
| YTD | -12.3% | +1.5% | -13.8% | -12.7% |
| 1Y | -18.0% | +15.0% | -33.0% | -20.5% |
| All | -18.0% | +14.6% | -32.6% | -20.5% |
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 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