+1,339.5%
CRS vs FHN
+129.4%
+1,210.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.6% |
| 30D | -16.6% | -2.6% | -13.9% | -15.2% |
| 3M | -14.3% | +0.8% | -15.1% | -14.9% |
| 6M | +11.6% | +9.2% | +2.4% | +5.5% |
| YTD | +42.6% | +5.1% | +37.5% | +37.8% |
| 1Y | +81.8% | +12.2% | +69.6% | +67.0% |
| 3Y | +632.1% | +132.4% | +499.6% | +313.3% |
| 5Y | +1,401.6% | +91.1% | +1,310.6% | +693.1% |
| All | +1,339.5% | +129.4% | +1,210.0% | +511.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling