-31.7%
CPB vs FHN
+13.8%
-45.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.1% |
| 6M | -12.7% | +9.7% | -22.4% | -12.3% |
| YTD | -18.0% | +4.7% | -22.7% | -18.0% |
| 1Y | -31.7% | +13.8% | -45.5% | -32.9% |
| All | -31.7% | +13.8% | -45.5% | -32.9% |
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