+387.6%
CPB vs FHN
+1,690.1%
-1,302.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | +8.0% | -1.0% | +9.0% | +8.1% |
| 30D | +22.4% | +0.2% | +22.2% | +22.4% |
| 3M | +3.8% | -9.0% | +12.8% | +4.8% |
| 6M | +13.7% | -6.8% | +20.5% | +14.4% |
| YTD | -11.7% | -1.5% | -10.2% | -11.7% |
| 1Y | -18.1% | +10.9% | -29.1% | -19.2% |
| 3Y | -34.7% | +119.4% | -154.1% | -41.0% |
| 5Y | -30.6% | +57.5% | -88.1% | -36.5% |
| 10Y | -37.1% | +114.1% | -151.3% | -47.4% |
| All | +387.6% | +1,690.1% | -1,302.6% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling