+648.9%
CRS vs FHN
+134.1%
+514.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.9% |
| 7D | -3.1% | +2.7% | -5.7% | -4.7% |
| 30D | -19.6% | -3.1% | -16.5% | -18.1% |
| 3M | -8.1% | +2.3% | -10.4% | -9.5% |
| 6M | +18.6% | +9.7% | +8.8% | +12.0% |
| YTD | +45.9% | +4.7% | +41.1% | +41.3% |
| 1Y | +82.5% | +13.8% | +68.7% | +66.5% |
| 3Y | +648.9% | +131.6% | +517.3% | +359.8% |
| All | +648.9% | +134.1% | +514.8% | +359.8% |
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