+142.8%
CI vs FITB
+212.2%
-69.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.3% |
| 30D | +2.6% | +9.8% | -7.2% | -0.3% |
| 3M | +7.4% | -5.2% | +12.6% | +9.1% |
| 6M | -0.1% | +17.3% | -17.4% | -5.2% |
| YTD | +9.7% | +19.3% | -9.6% | +3.1% |
| 1Y | +12.1% | +32.7% | -20.6% | +1.8% |
| 3Y | +7.0% | +141.6% | -134.6% | -22.3% |
| 5Y | +49.7% | +48.9% | +0.8% | +23.6% |
| All | +142.8% | +212.2% | -69.4% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling