+320.2%
CVE vs FHN
+86.2%
+234.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | +16.7% | -4.7% | +21.4% | +18.1% |
| 3M | +9.3% | +3.5% | +5.7% | +7.9% |
| 6M | +43.6% | +7.8% | +35.8% | +39.7% |
| YTD | +93.6% | +5.9% | +87.7% | +88.9% |
| 1Y | +98.8% | +12.5% | +86.3% | +89.9% |
| 3Y | +73.6% | +117.2% | -43.6% | +38.3% |
| All | +320.2% | +86.2% | +234.0% | +189.7% |
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 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