+62.8%
CVE vs FHN
+185.5%
-122.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.5% |
| 7D | -14.1% | -2.3% | -11.8% | -13.2% |
| 30D | -11.6% | -0.9% | -10.7% | -11.4% |
| 3M | 0.0% | -11.0% | +11.1% | +5.4% |
| 6M | -8.4% | -5.4% | -3.0% | -6.9% |
| YTD | +65.9% | -1.2% | +67.1% | +63.5% |
| 1Y | +69.4% | +10.5% | +58.9% | +57.4% |
| 3Y | +55.9% | +115.1% | -59.2% | -0.9% |
| 5Y | +146.2% | +58.1% | +88.1% | +61.9% |
| 10Y | +140.6% | +114.9% | +25.8% | +30.6% |
| All | +62.8% | +185.5% | -122.7% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling