+47.7%
CI vs FITB
+44.6%
+3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.5% |
| 7D | -1.6% | -1.5% | 0.0% | -1.3% |
| 30D | +5.4% | +5.8% | -0.4% | +4.3% |
| 3M | +7.3% | -6.1% | +13.4% | +8.4% |
| 6M | +5.3% | +5.9% | -0.6% | +3.9% |
| YTD | +8.5% | +16.1% | -7.6% | +5.0% |
| 1Y | +17.1% | +28.8% | -11.7% | +11.1% |
| 3Y | +1.4% | +126.0% | -124.6% | -15.2% |
| All | +47.7% | +44.6% | +3.1% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling