+3,264.4%
CSGP vs FHN
+80.3%
+3,184.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | +1.2% | -5.2% | -4.4% |
| 30D | +2.3% | -4.7% | +7.0% | +3.4% |
| 3M | -8.2% | +3.5% | -11.7% | -9.1% |
| 6M | -35.1% | +7.8% | -42.9% | -36.5% |
| YTD | -54.0% | +5.9% | -59.9% | -55.0% |
| 1Y | -65.3% | +12.5% | -77.8% | -66.6% |
| 3Y | -62.6% | +117.2% | -179.8% | -70.0% |
| 5Y | -64.8% | +86.5% | -151.4% | -72.4% |
| 10Y | +45.1% | +125.7% | -80.6% | -1.5% |
| All | +3,264.4% | +80.3% | +3,184.0% | +2,083.4% |
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