+39.9%
CL vs FITB
+44.6%
-4.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +1.3% | -1.5% | +2.9% | +1.5% |
| 30D | +11.4% | +5.8% | +5.5% | +10.8% |
| 3M | +4.4% | -6.1% | +10.5% | +5.0% |
| 6M | +10.8% | +5.9% | +4.8% | +10.2% |
| YTD | +25.1% | +16.1% | +9.0% | +23.4% |
| 1Y | +28.0% | +28.8% | -0.9% | +25.1% |
| 3Y | +37.6% | +126.0% | -88.4% | +26.3% |
| All | +39.9% | +44.6% | -4.7% | +35.6% |
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 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