+180.2%
CAH vs FITB
+128.2%
+52.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.2% | -0.4% | -1.9% | -2.2% |
| 30D | +1.2% | -5.1% | +6.3% | +1.7% |
| 3M | +13.1% | +3.5% | +9.6% | +12.7% |
| 6M | +8.5% | +17.2% | -8.7% | +7.0% |
| YTD | +17.6% | +17.6% | 0.0% | +15.8% |
| 1Y | +60.7% | +23.4% | +37.3% | +57.4% |
| All | +180.2% | +128.2% | +52.0% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling