+105.1%
CTVA vs FHN
+90.1%
+15.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +11.1% | -2.6% | +13.6% | +11.6% |
| 3M | +13.2% | 0.0% | +13.2% | +13.1% |
| 6M | +8.7% | +9.2% | -0.5% | +6.3% |
| YTD | +27.3% | +4.3% | +22.9% | +25.6% |
| 1Y | +18.0% | +10.8% | +7.2% | +14.6% |
| 3Y | +76.5% | +130.7% | -54.2% | +45.3% |
| 5Y | +105.1% | +87.4% | +17.7% | +56.3% |
| All | +105.1% | +90.1% | +15.0% | +56.3% |
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