+10,197.9%
CRS vs FHN
+1,824.4%
+8,373.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.7% |
| 30D | -16.6% | -4.7% | -11.9% | -15.0% |
| 3M | -3.5% | +3.5% | -7.0% | -4.9% |
| 6M | +15.4% | +7.8% | +7.6% | +12.1% |
| YTD | +51.2% | +5.9% | +45.3% | +47.8% |
| 1Y | +98.3% | +12.5% | +85.8% | +88.1% |
| 3Y | +651.5% | +117.2% | +534.3% | +446.1% |
| 5Y | +1,411.1% | +86.5% | +1,324.6% | +984.0% |
| 10Y | +1,424.3% | +125.7% | +1,298.6% | +939.7% |
| All | +10,197.9% | +1,824.4% | +8,373.5% | +4,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling