+91.1%
FHN vs CNI
+11.3%
+79.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | -2.6% | -3.5% | +0.9% | -1.3% |
| 3M | +0.8% | +2.2% | -1.4% | -0.1% |
| 6M | +9.2% | +15.1% | -5.9% | +3.1% |
| YTD | +5.1% | +24.7% | -19.6% | -4.1% |
| 1Y | +12.2% | +33.4% | -21.2% | -0.6% |
| 3Y | +132.4% | +19.5% | +112.9% | +114.3% |
| 5Y | +91.1% | +12.6% | +78.5% | +77.8% |
| All | +91.1% | +11.3% | +79.8% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling