+4,850.5%
CL vs FITB
+2,855.6%
+1,994.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -4.8% | -4.7% | -0.1% | -4.3% |
| 3M | +4.9% | +6.7% | -1.8% | +4.0% |
| 6M | -5.7% | +12.6% | -18.3% | -7.2% |
| YTD | +14.4% | +19.1% | -4.7% | +11.6% |
| 1Y | +8.7% | +22.6% | -13.9% | +5.7% |
| 3Y | +30.0% | +127.1% | -97.1% | +15.5% |
| 5Y | +28.4% | +71.8% | -43.5% | +16.5% |
| 10Y | +50.1% | +287.2% | -237.1% | +17.1% |
| All | +4,850.5% | +2,855.6% | +1,994.9% | +1,584.6% |
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 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