+79.7%
FHN vs CLBK
+67.9%
+11.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | +1.2% | 0.0% | +0.3% |
| 30D | -4.7% | +9.1% | -13.8% | -11.0% |
| 3M | +3.5% | +27.7% | -24.1% | -14.7% |
| 6M | +7.8% | +40.8% | -33.0% | -17.8% |
| YTD | +5.9% | +66.4% | -60.5% | -29.7% |
| 1Y | +12.5% | +72.4% | -59.9% | -27.9% |
| 3Y | +117.2% | +50.7% | +66.5% | +49.3% |
| 5Y | +86.5% | +42.9% | +43.6% | +13.9% |
| All | +79.7% | +67.9% | +11.8% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling