+243.0%
CB vs FITB
+247.7%
-4.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.4% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | +6.5% | +7.3% | -0.8% | +3.7% |
| 3M | +4.1% | -4.0% | +8.1% | +5.4% |
| 6M | +14.4% | +11.9% | +2.5% | +9.1% |
| YTD | +17.5% | +19.0% | -1.5% | +8.7% |
| 1Y | +27.5% | +31.0% | -3.5% | +13.5% |
| 3Y | +71.6% | +143.8% | -72.2% | +15.0% |
| 5Y | +100.6% | +48.9% | +51.7% | +59.5% |
| 10Y | +243.0% | +236.6% | +6.4% | +85.8% |
| All | +243.0% | +247.7% | -4.7% | +85.8% |
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 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