-42.1%
CPB vs FHN
+80.9%
-123.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -5.8% | +1.3% | -7.1% | -5.9% |
| 30D | +16.5% | +2.8% | +13.7% | +16.3% |
| 3M | -1.1% | -8.9% | +7.8% | -0.8% |
| 6M | +11.5% | -0.7% | +12.2% | +11.5% |
| YTD | -15.7% | +0.1% | -15.8% | -15.8% |
| 1Y | -24.7% | +10.4% | -35.1% | -25.0% |
| 3Y | -37.3% | +128.8% | -166.1% | -39.7% |
| 5Y | -35.0% | +61.5% | -96.5% | -37.1% |
| All | -42.1% | +80.9% | -123.0% | -42.7% |
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