+402.2%
CAH vs FITB
+70.3%
+331.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.1% |
| 3M | +13.1% | +3.5% | +9.6% | +12.3% |
| 6M | +8.5% | +17.2% | -8.7% | +5.4% |
| YTD | +17.6% | +17.6% | 0.0% | +13.9% |
| 1Y | +60.7% | +23.4% | +37.3% | +54.0% |
| 3Y | +183.2% | +129.7% | +53.4% | +135.0% |
| 5Y | +402.2% | +68.4% | +333.8% | +333.7% |
| All | +402.2% | +70.3% | +331.9% | +333.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling