+139.1%
CI vs FITB
+285.0%
-146.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -2.6% | +2.8% | -5.4% | -3.4% |
| 30D | -2.4% | -4.5% | +2.2% | -1.0% |
| 3M | -4.8% | +5.7% | -10.4% | -6.6% |
| 6M | +2.1% | +17.1% | -15.0% | -3.1% |
| YTD | +1.4% | +18.3% | -17.0% | -4.5% |
| 1Y | -6.8% | +23.9% | -30.7% | -13.6% |
| 3Y | +3.3% | +131.1% | -127.8% | -24.3% |
| 5Y | +41.1% | +71.1% | -30.0% | +10.4% |
| 10Y | +139.1% | +283.9% | -144.8% | +23.6% |
| All | +139.1% | +285.0% | -146.0% | +23.6% |
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