+77.1%
FHN vs CLBK
+64.7%
+12.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +1.2% |
| 30D | -2.6% | +6.7% | -9.3% | -7.4% |
| 3M | 0.0% | +21.2% | -21.1% | -14.3% |
| 6M | +9.2% | +42.0% | -32.7% | -17.3% |
| YTD | +4.3% | +63.3% | -58.9% | -29.7% |
| 1Y | +10.8% | +65.4% | -54.6% | -26.7% |
| 3Y | +130.7% | +52.5% | +78.3% | +56.7% |
| 5Y | +87.4% | +42.0% | +45.4% | +14.3% |
| All | +77.1% | +64.7% | +12.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling