+16.7%
CCL vs FITB
+30.6%
-13.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +5.8% | +0.5% | +5.3% | +5.6% |
| 30D | +17.3% | +7.0% | +10.2% | +11.1% |
| 3M | +11.3% | -4.4% | +15.7% | +15.9% |
| 6M | +18.5% | +11.6% | +6.9% | +6.5% |
| YTD | +2.8% | +18.6% | -15.8% | -13.9% |
| 1Y | +16.7% | +29.8% | -13.1% | -11.6% |
| All | +16.7% | +30.6% | -13.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling