+1.4%
CCL vs FITB
+71.5%
-70.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| 3M | -15.1% | +6.7% | -21.8% | -20.0% |
| 6M | -15.1% | +12.6% | -27.7% | -23.4% |
| YTD | -21.8% | +19.1% | -40.9% | -33.2% |
| 1Y | -24.8% | +22.6% | -47.4% | -37.7% |
| 3Y | +51.9% | +127.1% | -75.3% | -27.0% |
| All | +1.4% | +71.5% | -70.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling