-60.9%
CSGP vs FHN
+61.6%
-122.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.8% |
| 7D | +18.3% | +2.3% | +16.0% | +17.9% |
| 30D | +17.8% | +1.6% | +16.2% | +17.5% |
| 3M | +9.3% | -8.4% | +17.6% | +10.7% |
| 6M | -7.9% | -2.3% | -5.6% | -7.7% |
| YTD | -51.5% | +1.5% | -53.0% | -51.8% |
| 1Y | -53.3% | +15.0% | -68.3% | -54.6% |
| 3Y | -57.9% | +120.9% | -178.8% | -62.4% |
| All | -60.9% | +61.6% | -122.4% | -63.7% |
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