+148.6%
CVE vs FHN
+81.8%
+66.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | +5.9% | +2.1% | +3.8% | +4.8% |
| 30D | -10.9% | +3.8% | -14.6% | -12.7% |
| 3M | -4.5% | -8.9% | +4.4% | -0.4% |
| 6M | -1.0% | +1.8% | -2.8% | -2.9% |
| YTD | +74.7% | +0.6% | +74.2% | +70.6% |
| 1Y | +65.8% | +12.9% | +52.9% | +52.0% |
| 3Y | +73.2% | +126.4% | -53.2% | +5.0% |
| 5Y | +155.6% | +62.3% | +93.3% | +60.8% |
| All | +148.6% | +81.8% | +66.7% | +43.6% |
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 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