-61.9%
CSGP vs FHN
+132.8%
-194.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -3.2% | +0.9% | -4.1% | -3.4% |
| 30D | +2.2% | +2.1% | +0.1% | +1.7% |
| 3M | -3.7% | -6.0% | +2.3% | -2.2% |
| 6M | -7.4% | -2.9% | -4.5% | -7.0% |
| YTD | -54.9% | +0.7% | -55.6% | -55.3% |
| 1Y | -54.9% | +11.0% | -65.9% | -56.7% |
| 3Y | -61.9% | +130.3% | -192.2% | -71.6% |
| All | -61.9% | +132.8% | -194.7% | -71.6% |
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