+56.1%
CCL vs FITB
+132.2%
-76.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -5.0% | +0.6% | -5.7% | -5.5% |
| 30D | -20.3% | -4.7% | -15.6% | -17.0% |
| 3M | -15.1% | +6.7% | -21.8% | -19.9% |
| 6M | -15.1% | +12.6% | -27.7% | -23.3% |
| YTD | -21.8% | +19.1% | -40.9% | -33.0% |
| 1Y | -24.8% | +22.6% | -47.4% | -37.4% |
| All | +56.1% | +132.2% | -76.1% | -21.8% |
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 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