+7,463.6%
CI vs FITB
+2,855.6%
+4,608.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +4.4% | -4.7% | +9.2% | +5.6% |
| 3M | +0.7% | +6.7% | -6.0% | -1.1% |
| 6M | +0.3% | +12.6% | -12.2% | -2.8% |
| YTD | +3.8% | +19.1% | -15.3% | -1.1% |
| 1Y | -5.5% | +22.6% | -28.1% | -10.8% |
| 3Y | +8.1% | +127.1% | -119.0% | -14.2% |
| 5Y | +42.8% | +71.8% | -29.0% | +18.6% |
| 10Y | +143.9% | +287.2% | -143.3% | +57.9% |
| All | +7,463.6% | +2,855.6% | +4,608.0% | +1,937.1% |
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