+135.5%
CVE vs FHN
+94.7%
+40.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -10.0% | +0.9% | -10.9% | -10.5% |
| 30D | -11.9% | +2.1% | -13.9% | -13.0% |
| 3M | -5.9% | -6.0% | 0.0% | -3.4% |
| 6M | -1.6% | -2.9% | +1.4% | -1.2% |
| YTD | +66.3% | +0.7% | +65.6% | +62.2% |
| 1Y | +57.5% | +11.0% | +46.5% | +45.7% |
| 3Y | +65.4% | +130.3% | -64.9% | -0.6% |
| 5Y | +144.2% | +61.3% | +82.9% | +54.4% |
| 10Y | +135.5% | +89.6% | +45.9% | +31.7% |
| All | +135.5% | +94.7% | +40.8% | +31.7% |
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