+1,416.6%
CRS vs FHN
+90.1%
+1,326.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | -18.1% | -2.6% | -15.5% | -17.2% |
| 3M | -12.4% | 0.0% | -12.5% | -12.5% |
| 6M | +15.9% | +9.2% | +6.7% | +12.0% |
| YTD | +45.8% | +4.3% | +41.5% | +43.3% |
| 1Y | +87.8% | +10.8% | +77.0% | +79.4% |
| 3Y | +648.7% | +130.7% | +518.0% | +463.5% |
| 5Y | +1,416.6% | +87.4% | +1,329.3% | +936.5% |
| All | +1,416.6% | +90.1% | +1,326.6% | +936.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling