+62.0%
CVE vs FHN
+10.7%
+51.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.6% |
| 7D | +4.6% | +1.3% | +3.4% | +4.9% |
| 30D | -12.0% | +2.8% | -14.8% | -11.6% |
| 3M | -3.8% | -8.9% | +5.1% | -5.2% |
| 6M | -2.7% | -0.7% | -2.0% | -3.2% |
| YTD | +73.6% | +0.1% | +73.5% | +72.5% |
| 1Y | +62.0% | +10.4% | +51.6% | +58.8% |
| All | +62.0% | +10.7% | +51.3% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling