-39.3%
CPB vs FHN
+86.2%
-125.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -8.6% | +1.2% | -9.8% | -8.6% |
| 30D | -7.2% | -4.7% | -2.5% | -7.1% |
| 3M | +0.9% | +3.5% | -2.7% | +0.8% |
| 6M | -11.8% | +7.8% | -19.6% | -12.0% |
| YTD | -19.4% | +5.9% | -25.3% | -19.6% |
| 1Y | -30.4% | +12.5% | -42.9% | -30.7% |
| 3Y | -40.2% | +117.2% | -157.4% | -41.9% |
| All | -39.3% | +86.2% | -125.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling