-65.0%
CBRS vs FITB
+16.0%
-81.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.1% | +10.7% |
| 7D | +21.2% | +2.8% | +18.5% | +19.9% |
| 30D | -23.2% | +9.8% | -32.9% | -26.2% |
| 3M | -52.9% | -5.2% | -47.8% | -51.8% |
| All | -65.0% | +16.0% | -81.1% | -70.2% |
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