+140.4%
CI vs FITB
+285.0%
-144.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | -2.0% | +2.8% | -4.8% | -2.9% |
| 30D | -1.8% | -4.5% | +2.7% | -0.5% |
| 3M | -4.2% | +5.7% | -9.9% | -6.1% |
| 6M | +2.7% | +17.1% | -14.4% | -2.6% |
| YTD | +1.9% | +18.3% | -16.4% | -4.0% |
| 1Y | -6.3% | +23.9% | -30.1% | -13.1% |
| 3Y | +3.9% | +131.1% | -127.2% | -23.8% |
| 5Y | +41.9% | +71.1% | -29.2% | +11.0% |
| 10Y | +140.4% | +283.9% | -143.5% | +24.3% |
| All | +140.4% | +285.0% | -144.6% | +24.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling