+27.2%
CB vs FITB
+31.0%
-3.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | +6.5% | +7.3% | -0.8% | +5.7% |
| 3M | +4.1% | -4.0% | +8.1% | +4.4% |
| 6M | +14.4% | +11.9% | +2.5% | +12.8% |
| YTD | +17.5% | +19.0% | -1.5% | +16.4% |
| All | +27.2% | +31.0% | -3.8% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling