+5,315.6%
CL vs FITB
+2,780.8%
+2,534.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +4.4% | -6.1% | +10.5% | +5.2% |
| 6M | +10.8% | +5.9% | +4.8% | +9.9% |
| YTD | +25.1% | +16.1% | +9.0% | +22.5% |
| 1Y | +28.0% | +28.8% | -0.9% | +23.6% |
| 3Y | +37.6% | +126.0% | -88.4% | +22.5% |
| 5Y | +39.7% | +45.3% | -5.6% | +29.6% |
| 10Y | +75.8% | +255.4% | -179.6% | +38.7% |
| All | +5,315.6% | +2,780.8% | +2,534.9% | +1,748.4% |
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