+203.4%
FHN vs CNI
+6,494.7%
-6,291.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.1% |
| 7D | 0.0% | +0.9% | -0.8% | -0.5% |
| 30D | -2.6% | -2.1% | -0.5% | -1.3% |
| 3M | 0.0% | +1.8% | -1.8% | -1.3% |
| 6M | +9.2% | +14.8% | -5.6% | -0.6% |
| YTD | +4.3% | +25.4% | -21.0% | -10.7% |
| 1Y | +10.8% | +32.9% | -22.2% | -9.0% |
| 3Y | +130.7% | +20.2% | +110.5% | +99.2% |
| 5Y | +87.4% | +12.2% | +75.2% | +62.3% |
| 10Y | +126.9% | +136.0% | -9.1% | +23.0% |
| All | +203.4% | +6,494.7% | -6,291.3% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling