+895.8%
CCI vs FITB
+207.6%
+688.2%
-97.5%
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% | -1.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +2.7% | -4.7% | +7.4% | +3.7% |
| 3M | -18.2% | +6.7% | -24.9% | -19.4% |
| 6M | -14.8% | +12.6% | -27.3% | -17.0% |
| YTD | -12.6% | +19.1% | -31.7% | -16.1% |
| 1Y | -16.7% | +22.6% | -39.4% | -20.7% |
| 3Y | -10.5% | +127.1% | -137.6% | -25.9% |
| 5Y | -51.4% | +71.8% | -123.2% | -58.3% |
| 10Y | +20.0% | +287.2% | -267.1% | -19.0% |
| All | +895.8% | +207.6% | +688.2% | +466.7% |
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