+123.7%
CLF vs FITB
+293.2%
-169.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +7.6% | +0.6% | +7.0% | +7.1% |
| 30D | -1.2% | -4.7% | +3.6% | +2.7% |
| 3M | -13.4% | +6.7% | -20.1% | -17.9% |
| 6M | +15.4% | +12.6% | +2.9% | +5.1% |
| YTD | -5.9% | +19.1% | -25.0% | -17.8% |
| 1Y | +18.8% | +22.6% | -3.8% | +1.0% |
| 3Y | -19.4% | +127.1% | -146.5% | -57.4% |
| 5Y | -47.7% | +71.8% | -119.5% | -67.3% |
| All | +123.7% | +293.2% | -169.5% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling