+142.2%
CI vs FITB
+208.7%
-66.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -1.7% | +0.8% | -2.6% | -2.0% |
| 30D | +4.9% | +7.3% | -2.5% | +2.6% |
| 3M | +7.4% | -6.3% | +13.7% | +9.4% |
| 6M | +0.4% | +12.6% | -12.2% | -3.6% |
| YTD | +9.5% | +18.0% | -8.5% | +3.2% |
| 1Y | +12.0% | +28.9% | -16.9% | +2.6% |
| 3Y | +7.1% | +139.4% | -132.3% | -22.1% |
| 5Y | +49.3% | +47.2% | +2.1% | +23.8% |
| All | +142.2% | +208.7% | -66.6% | +39.7% |
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