+17,377.4%
CAH vs FITB
+2,860.1%
+14,517.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.5% | +2.8% | +0.7% | +3.0% |
| 30D | +13.5% | +9.8% | +3.7% | +11.6% |
| 3M | +21.8% | -5.2% | +27.0% | +22.9% |
| 6M | +51.5% | +17.3% | +34.2% | +47.1% |
| YTD | +38.1% | +19.3% | +18.8% | +33.2% |
| 1Y | +37.7% | +32.7% | +5.0% | +30.3% |
| 3Y | +179.6% | +141.6% | +38.0% | +134.4% |
| 5Y | +504.9% | +48.9% | +456.1% | +443.3% |
| 10Y | +418.6% | +216.5% | +202.0% | +293.6% |
| All | +17,377.4% | +2,860.1% | +14,517.3% | +6,411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling