+134.8%
CVE vs FHN
+63.2%
+71.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -12.1% | +1.9% | -14.1% | -12.6% |
| 3M | -1.9% | -6.9% | +5.1% | -0.3% |
| 6M | -1.8% | -3.1% | +1.2% | -1.6% |
| YTD | +65.8% | +0.6% | +65.2% | +63.9% |
| 1Y | +60.8% | +12.4% | +48.5% | +54.1% |
| 3Y | +70.1% | +133.7% | -63.6% | +36.4% |
| 5Y | +134.8% | +61.4% | +73.4% | +87.8% |
| All | +134.8% | +63.2% | +71.5% | +87.8% |
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 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