+1,094.9%
CCI vs FITB
+204.6%
+890.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +12.7% | +7.3% | +5.4% | +11.1% |
| 3M | +23.0% | -6.3% | +29.3% | +24.5% |
| 6M | +0.6% | +12.6% | -11.9% | -2.0% |
| YTD | +4.9% | +18.0% | -13.1% | +0.8% |
| 1Y | +0.7% | +28.9% | -28.2% | -5.0% |
| 3Y | +10.2% | +139.4% | -129.2% | -9.7% |
| 5Y | -36.4% | +47.2% | -83.7% | -43.6% |
| 10Y | +66.6% | +213.0% | -146.4% | +17.6% |
| All | +1,094.9% | +204.6% | +890.3% | +580.9% |
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 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