+71.8%
CB vs FITB
+123.2%
-51.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.2% | -1.5% | +1.8% | +0.5% |
| 30D | +9.1% | +5.8% | +3.2% | +8.2% |
| 3M | +3.4% | -6.1% | +9.5% | +4.3% |
| 6M | +14.1% | +5.9% | +8.2% | +12.9% |
| YTD | +18.0% | +16.1% | +1.9% | +14.9% |
| 1Y | +30.1% | +28.8% | +1.3% | +24.5% |
| 3Y | +71.8% | +126.0% | -54.2% | +66.8% |
| All | +71.8% | +123.2% | -51.4% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling