-23.4%
CLF vs FITB
+144.0%
-167.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.1% |
| 7D | +10.4% | +2.8% | +7.6% | +8.0% |
| 30D | +0.6% | +9.8% | -9.2% | -7.0% |
| 3M | +4.1% | -5.2% | +9.3% | +8.6% |
| 6M | +15.1% | +17.3% | -2.2% | -0.3% |
| YTD | -4.7% | +19.3% | -24.0% | -18.6% |
| 1Y | +20.4% | +32.7% | -12.3% | -6.1% |
| 3Y | -23.4% | +141.6% | -165.0% | -58.7% |
| All | -23.4% | +144.0% | -167.4% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling