+97.9%
FHN vs CRL
+400.8%
-303.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +0.7% |
| 7D | -0.5% | +4.4% | -4.8% | -2.1% |
| 30D | +1.9% | +17.1% | -15.1% | -3.7% |
| 3M | -6.9% | +32.1% | -39.0% | -15.8% |
| 6M | -3.1% | +98.9% | -102.0% | -24.1% |
| YTD | +0.6% | +77.1% | -76.5% | -19.2% |
| 1Y | +12.4% | +110.3% | -97.9% | -15.0% |
| 3Y | +133.7% | +108.5% | +25.2% | +66.4% |
| 5Y | +61.4% | -7.9% | +69.2% | +52.5% |
| 10Y | +97.9% | +368.9% | -271.1% | -21.8% |
| All | +97.9% | +400.8% | -303.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling