+153.1%
CVE vs FHN
+61.6%
+91.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -8.0% |
| 7D | -12.1% | +2.3% | -14.4% | -12.6% |
| 30D | -9.8% | +1.6% | -11.4% | -10.2% |
| 3M | -0.7% | -8.4% | +7.7% | +1.2% |
| 6M | -4.3% | -2.3% | -2.0% | -4.3% |
| YTD | +70.6% | +1.5% | +69.1% | +68.3% |
| 1Y | +73.2% | +15.0% | +58.1% | +64.9% |
| 3Y | +60.3% | +120.9% | -60.6% | +30.0% |
| All | +153.1% | +61.6% | +91.5% | +103.0% |
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