+70.9%
FHN vs CLBK
+63.3%
+7.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | +0.9% | +2.9% | -2.0% | -1.2% |
| 30D | +2.1% | +5.4% | -3.3% | -1.9% |
| 3M | -6.0% | +5.8% | -11.7% | -10.2% |
| 6M | -2.9% | +28.9% | -31.9% | -20.9% |
| YTD | +0.7% | +61.8% | -61.1% | -31.9% |
| 1Y | +11.0% | +63.1% | -52.1% | -25.5% |
| 3Y | +130.3% | +55.3% | +74.9% | +53.4% |
| 5Y | +61.3% | +28.0% | +33.3% | +11.3% |
| All | +70.9% | +63.3% | +7.6% | -9.0% |
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