+9.8%
CCI vs FITB
+142.3%
-132.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +12.2% | +7.0% | +5.2% | +11.1% |
| 3M | +23.1% | -4.4% | +27.5% | +23.9% |
| 6M | +1.3% | +11.6% | -10.3% | -0.6% |
| YTD | +4.5% | +18.6% | -14.1% | +1.2% |
| 1Y | +2.3% | +29.8% | -27.5% | -2.4% |
| 3Y | +9.8% | +140.7% | -130.9% | -20.9% |
| All | +9.8% | +142.3% | -132.5% | -20.9% |
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