-6.3%
CI vs FITB
+23.3%
-29.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -2.0% | +2.8% | -4.8% | -2.5% |
| 30D | -1.8% | -4.5% | +2.7% | -0.9% |
| 3M | -4.2% | +5.7% | -9.9% | -5.8% |
| 6M | +2.7% | +17.1% | -14.4% | -1.3% |
| YTD | +1.9% | +18.3% | -16.4% | -3.7% |
| 1Y | -6.3% | +23.9% | -30.1% | -12.2% |
| All | -6.3% | +23.3% | -29.6% | -12.2% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling