-29.4%
CCL vs FITB
+231.2%
-260.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +5.8% | +0.5% | +5.3% | +5.5% |
| 30D | +17.3% | +7.0% | +10.2% | +10.5% |
| 3M | +11.3% | -4.4% | +15.7% | +15.8% |
| 6M | +18.5% | +11.6% | +6.9% | +6.6% |
| YTD | +2.8% | +18.6% | -15.8% | -12.7% |
| 1Y | +16.7% | +29.8% | -13.1% | -8.7% |
| 3Y | +146.0% | +140.7% | +5.3% | +7.1% |
| 5Y | +33.6% | +48.6% | -15.0% | -9.8% |
| 10Y | -29.4% | +224.4% | -253.8% | -74.8% |
| All | -29.4% | +231.2% | -260.7% | -74.8% |
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