+332.3%
CRS vs FHN
+131.2%
+201.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +4.8% | +2.1% | +2.6% | +3.5% |
| 30D | -23.2% | +3.8% | -27.0% | -25.0% |
| 3M | -45.5% | -8.9% | -36.6% | -42.3% |
| 6M | -33.1% | +1.8% | -34.9% | -34.2% |
| YTD | -7.2% | +0.6% | -7.8% | -8.0% |
| 1Y | -10.0% | +12.9% | -23.0% | -17.0% |
| 3Y | +332.3% | +126.4% | +205.9% | +186.6% |
| All | +332.3% | +131.2% | +201.1% | +186.6% |
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 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