+6,646.7%
CB vs FITB
+1,124.5%
+5,522.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -3.1% | -4.7% | +1.6% | -1.9% |
| 3M | +9.0% | +6.7% | +2.3% | +6.9% |
| 6M | +2.9% | +12.6% | -9.7% | -0.8% |
| YTD | +10.1% | +19.1% | -9.0% | +4.3% |
| 1Y | +22.8% | +22.6% | +0.2% | +15.2% |
| 3Y | +73.8% | +127.1% | -53.3% | +34.9% |
| 5Y | +99.2% | +71.8% | +27.4% | +63.5% |
| 10Y | +218.2% | +287.2% | -69.0% | +102.6% |
| All | +6,646.7% | +1,124.5% | +5,522.2% | +2,770.7% |
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