-45.0%
CPB vs FHN
+126.5%
-171.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | -8.2% | +2.7% | -10.9% | -8.3% |
| 30D | -5.6% | -3.1% | -2.5% | -5.5% |
| 3M | +3.0% | +2.3% | +0.6% | +2.9% |
| 6M | -12.7% | +9.7% | -22.4% | -13.0% |
| YTD | -18.0% | +4.7% | -22.7% | -18.2% |
| 1Y | -31.7% | +13.8% | -45.5% | -32.1% |
| 3Y | -41.0% | +131.6% | -172.5% | -43.2% |
| 5Y | -38.4% | +91.1% | -129.5% | -40.7% |
| 10Y | -45.0% | +126.6% | -171.6% | -46.8% |
| All | -45.0% | +126.5% | -171.4% | -46.8% |
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