+137.3%
CTVA vs FHN
+125.3%
+12.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -20.8% | +2.1% | -22.9% | -21.3% |
| 30D | -29.6% | +3.8% | -33.4% | -30.4% |
| 3M | -16.9% | -8.9% | -8.0% | -14.4% |
| 6M | -24.3% | +1.8% | -26.1% | -24.9% |
| YTD | -5.6% | +0.6% | -6.2% | -6.5% |
| 1Y | -4.2% | +12.9% | -17.1% | -8.8% |
| 3Y | +43.3% | +126.4% | -83.1% | +4.5% |
| 5Y | +35.7% | +62.3% | -26.6% | +2.4% |
| All | +137.3% | +125.3% | +12.0% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling