+248.2%
CB vs FITB
+247.4%
+0.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.2% | -1.5% | +1.8% | +0.8% |
| 30D | +9.1% | +5.8% | +3.2% | +6.8% |
| 3M | +3.4% | -6.1% | +9.5% | +5.7% |
| 6M | +14.1% | +5.9% | +8.2% | +11.1% |
| YTD | +18.0% | +16.1% | +1.9% | +10.3% |
| 1Y | +30.1% | +28.8% | +1.3% | +16.6% |
| 3Y | +71.8% | +126.0% | -54.2% | +18.8% |
| 5Y | +101.8% | +45.3% | +56.5% | +62.0% |
| All | +248.2% | +247.4% | +0.9% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling