+192.4%
FHN vs CNI
+6,783.7%
-6,591.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +2.1% | +2.5% | -0.4% | +0.5% |
| 30D | +3.8% | +6.1% | -2.3% | -0.1% |
| 3M | -8.9% | +0.1% | -9.1% | -9.2% |
| 6M | +1.8% | +14.9% | -13.1% | -7.2% |
| YTD | +0.6% | +30.9% | -30.3% | -16.4% |
| 1Y | +12.9% | +33.9% | -21.0% | -7.6% |
| 3Y | +126.4% | +20.2% | +106.2% | +95.7% |
| 5Y | +62.3% | +8.2% | +54.1% | +44.5% |
| 10Y | +84.0% | +142.2% | -58.2% | -1.8% |
| All | +192.4% | +6,783.7% | -6,591.3% | -66.7% |
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