-47.8%
CLF vs FITB
+71.5%
-119.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +7.6% | +0.6% | +7.0% | +7.2% |
| 30D | -1.2% | -4.7% | +3.6% | +2.5% |
| 3M | -13.4% | +6.7% | -20.1% | -17.6% |
| 6M | +15.4% | +12.6% | +2.9% | +5.7% |
| YTD | -5.9% | +19.1% | -25.0% | -17.0% |
| 1Y | +18.8% | +22.6% | -3.8% | +2.3% |
| 3Y | -19.4% | +127.1% | -146.5% | -53.3% |
| All | -47.8% | +71.5% | -119.3% | -67.1% |
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