-64.8%
CSGP vs FHN
+86.2%
-151.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | +1.2% | -5.2% | -4.2% |
| 30D | +2.3% | -4.7% | +7.0% | +3.0% |
| 3M | -8.2% | +3.5% | -11.7% | -8.8% |
| 6M | -35.1% | +7.8% | -42.9% | -36.0% |
| YTD | -54.0% | +5.9% | -59.9% | -54.6% |
| 1Y | -65.3% | +12.5% | -77.8% | -66.2% |
| 3Y | -62.6% | +117.2% | -179.8% | -66.6% |
| All | -64.8% | +86.2% | -151.0% | -67.9% |
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