+7,857.7%
CI vs FITB
+2,852.5%
+5,005.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +4.7% | +7.3% | -2.7% | +2.9% |
| 3M | +5.2% | -4.0% | +9.2% | +6.2% |
| 6M | +3.8% | +11.9% | -8.1% | +0.7% |
| YTD | +9.2% | +19.0% | -9.8% | +4.0% |
| 1Y | +14.3% | +31.0% | -16.8% | +6.2% |
| 3Y | +8.4% | +143.8% | -135.3% | -15.2% |
| 5Y | +50.0% | +48.9% | +1.2% | +29.1% |
| 10Y | +142.2% | +236.6% | -94.4% | +61.9% |
| All | +7,857.7% | +2,852.5% | +5,005.2% | +2,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling