+3,446.1%
CSGP vs FHN
+72.8%
+3,373.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.6% |
| 7D | +18.3% | +2.3% | +16.0% | +17.6% |
| 30D | +17.8% | +1.6% | +16.2% | +17.4% |
| 3M | +9.3% | -8.4% | +17.6% | +11.6% |
| 6M | -7.9% | -2.3% | -5.6% | -7.6% |
| YTD | -51.5% | +1.5% | -53.0% | -52.0% |
| 1Y | -53.3% | +15.0% | -68.3% | -55.2% |
| 3Y | -57.9% | +120.9% | -178.8% | -66.4% |
| 5Y | -61.3% | +64.0% | -125.3% | -68.5% |
| 10Y | +77.5% | +120.6% | -43.1% | +21.3% |
| All | +3,446.1% | +72.8% | +3,373.3% | +2,227.9% |
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 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