+114.6%
CTAS vs FHN
+86.2%
+28.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | -0.2% | -4.7% | +4.5% | +0.4% |
| 3M | +11.7% | +3.5% | +8.1% | +11.1% |
| 6M | +0.7% | +7.8% | -7.1% | -0.4% |
| YTD | +7.4% | +5.9% | +1.5% | +6.4% |
| 1Y | -2.1% | +12.5% | -14.6% | -4.0% |
| 3Y | +62.9% | +117.2% | -54.3% | +48.5% |
| All | +114.6% | +86.2% | +28.4% | +92.0% |
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