+113.3%
CTAS vs FHN
+56.9%
+56.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +1.2% | -1.0% | +2.1% | +1.3% |
| 30D | +12.8% | +0.2% | +12.5% | +12.7% |
| 3M | +10.3% | -9.0% | +19.3% | +11.6% |
| 6M | +32.0% | -6.8% | +38.8% | +33.1% |
| YTD | +19.1% | -1.5% | +20.6% | +19.1% |
| 1Y | +21.5% | +10.9% | +10.5% | +19.5% |
| 3Y | +76.0% | +119.4% | -43.3% | +61.2% |
| All | +113.3% | +56.9% | +56.4% | +99.6% |
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