+345.0%
CPB vs FHN
+1,824.4%
-1,479.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -8.6% | +1.2% | -9.8% | -8.7% |
| 30D | -7.2% | -4.7% | -2.5% | -6.8% |
| 3M | +0.9% | +3.5% | -2.7% | +0.5% |
| 6M | -11.8% | +7.8% | -19.6% | -12.6% |
| YTD | -19.4% | +5.9% | -25.3% | -20.1% |
| 1Y | -30.4% | +12.5% | -42.9% | -31.5% |
| 3Y | -40.2% | +117.2% | -157.4% | -45.9% |
| 5Y | -39.5% | +86.5% | -126.0% | -45.7% |
| 10Y | -47.4% | +125.7% | -173.1% | -56.2% |
| All | +345.0% | +1,824.4% | -1,479.4% | +106.1% |
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