+1,341.4%
CRDO vs FHN
+62.7%
+1,278.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -30.0% | -2.6% | -27.4% | -29.3% |
| 3M | -28.3% | 0.0% | -28.4% | -28.7% |
| 6M | +44.8% | +9.2% | +35.5% | +38.5% |
| YTD | +16.7% | +4.3% | +12.4% | +13.2% |
| 1Y | +12.7% | +10.8% | +1.9% | +5.7% |
| 3Y | +960.1% | +130.7% | +829.4% | +681.5% |
| All | +1,341.4% | +62.7% | +1,278.7% | +1,058.9% |
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 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