+40.7%
CL vs FITB
+48.8%
-8.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +9.5% | +7.0% | +2.5% | +8.9% |
| 3M | +6.8% | -4.8% | +11.5% | +7.2% |
| 6M | +14.3% | +13.5% | +0.7% | +13.0% |
| YTD | +26.3% | +19.1% | +7.2% | +24.2% |
| 1Y | +25.6% | +30.8% | -5.2% | +22.6% |
| 3Y | +38.5% | +141.6% | -103.2% | +26.2% |
| 5Y | +40.7% | +48.3% | -7.6% | +36.1% |
| All | +40.7% | +48.8% | -8.0% | +36.1% |
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 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