+1,047.9%
CCL vs FITB
+2,780.8%
-1,732.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | +3.1% | -1.5% | +4.7% | +3.9% |
| 30D | +13.7% | +5.8% | +7.9% | +11.3% |
| 3M | +3.8% | -6.1% | +9.9% | +6.5% |
| 6M | +9.3% | +5.9% | +3.3% | +6.8% |
| YTD | -1.1% | +16.1% | -17.2% | -6.5% |
| 1Y | +14.6% | +28.8% | -14.3% | +3.9% |
| 3Y | +146.4% | +126.0% | +20.4% | +81.3% |
| 5Y | +21.9% | +45.3% | -23.4% | +8.0% |
| 10Y | -29.4% | +255.4% | -284.8% | -51.0% |
| All | +1,047.9% | +2,780.8% | -1,732.8% | +131.5% |
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 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