+134.5%
CVE vs FHN
+109.0%
+25.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -16.1% | -1.0% | -15.1% | -15.8% |
| 30D | -10.4% | +0.2% | -10.6% | -10.7% |
| 3M | -2.4% | -9.0% | +6.6% | +1.9% |
| 6M | -4.4% | -6.8% | +2.4% | -2.1% |
| YTD | +64.9% | -1.5% | +66.5% | +62.7% |
| 1Y | +66.0% | +10.9% | +55.1% | +53.6% |
| 3Y | +57.7% | +119.4% | -61.7% | -2.5% |
| 5Y | +144.7% | +57.5% | +87.2% | +57.1% |
| All | +134.5% | +109.0% | +25.5% | +32.4% |
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 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