+11.8%
CRM vs FHN
+129.5%
-117.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -1.2% | -3.2% | -4.1% |
| 30D | +28.1% | -4.8% | +32.9% | +29.8% |
| 3M | +48.8% | -0.7% | +49.6% | +48.9% |
| 6M | +28.3% | +10.6% | +17.6% | +23.6% |
| YTD | -6.0% | +4.6% | -10.6% | -8.1% |
| 1Y | +1.4% | +11.4% | -9.9% | -3.2% |
| 3Y | +11.8% | +132.3% | -120.4% | -14.3% |
| All | +11.8% | +129.5% | -117.7% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling