+1,801.0%
FHN vs CGNX
+12,360.6%
-10,559.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -2.6% | -1.8% | -0.8% | -2.4% |
| 3M | +0.8% | +5.3% | -4.4% | -0.8% |
| 6M | +9.2% | +22.3% | -13.1% | +4.0% |
| YTD | +5.1% | +72.2% | -67.1% | -7.9% |
| 1Y | +12.2% | +39.8% | -27.6% | +1.8% |
| 3Y | +132.4% | +44.8% | +87.6% | +105.9% |
| 5Y | +91.1% | -27.0% | +118.1% | +86.6% |
| 10Y | +128.5% | +177.7% | -49.2% | +71.9% |
| All | +1,801.0% | +12,360.6% | -10,559.6% | +715.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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