+67.3%
CSGP vs FHN
+106.3%
-39.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.1% | +1.8% |
| 7D | -1.8% | -0.5% | -1.4% | -1.7% |
| 30D | +5.3% | +1.9% | +3.3% | +4.9% |
| 3M | +3.3% | -6.9% | +10.2% | +4.8% |
| 6M | -4.7% | -3.1% | -1.6% | -4.2% |
| YTD | -53.5% | +0.6% | -54.1% | -53.8% |
| 1Y | -53.7% | +12.4% | -66.1% | -55.1% |
| 3Y | -59.7% | +133.7% | -193.5% | -66.6% |
| 5Y | -62.5% | +61.4% | -123.8% | -67.8% |
| 10Y | +67.3% | +97.9% | -30.6% | +30.1% |
| All | +67.3% | +106.3% | -39.0% | +30.1% |
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