+202.0%
FHN vs CRL
+1,379.5%
-1,177.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | -4.7% | +10.7% | -15.4% | -7.8% |
| 3M | +3.5% | +55.3% | -51.7% | -10.2% |
| 6M | +7.8% | +60.7% | -52.8% | -8.6% |
| YTD | +5.9% | +44.6% | -38.7% | -7.8% |
| 1Y | +12.5% | +77.7% | -65.3% | -8.9% |
| 3Y | +117.2% | +37.6% | +79.6% | +81.6% |
| 5Y | +86.5% | -35.8% | +122.4% | +89.9% |
| 10Y | +125.7% | +241.7% | -116.0% | +28.4% |
| All | +202.0% | +1,379.5% | -1,177.5% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling