+126.9%
FHN vs CRL
+244.4%
-117.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | 0.0% | -4.6% | +4.6% | +1.5% |
| 30D | -2.6% | +0.5% | -3.1% | -2.9% |
| 3M | 0.0% | +46.6% | -46.6% | -12.4% |
| 6M | +9.2% | +57.3% | -48.0% | -7.8% |
| YTD | +4.3% | +39.5% | -35.2% | -8.8% |
| 1Y | +10.8% | +76.9% | -66.1% | -11.5% |
| 3Y | +130.7% | +39.4% | +91.4% | +89.4% |
| 5Y | +87.4% | -37.2% | +124.5% | +105.4% |
| 10Y | +126.9% | +253.4% | -126.6% | -7.4% |
| All | +126.9% | +244.4% | -117.6% | -7.4% |
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