+32.0%
CTVA vs FHN
+14.6%
+17.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.0% |
| 7D | +8.2% | +2.3% | +5.9% | +7.9% |
| 30D | -1.0% | +1.6% | -2.7% | -1.2% |
| 3M | +4.6% | -8.4% | +12.9% | +6.0% |
| 6M | +0.5% | -2.3% | +2.8% | +0.9% |
| YTD | +22.7% | +1.5% | +21.2% | +21.3% |
| 1Y | +32.0% | +15.0% | +17.0% | +23.4% |
| All | +32.0% | +14.6% | +17.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling