-41.8%
CLF vs FITB
+48.6%
-90.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.0% |
| 7D | +10.4% | +2.8% | +7.6% | +8.3% |
| 30D | +0.6% | +9.8% | -9.2% | -6.0% |
| 3M | +4.1% | -5.2% | +9.3% | +7.9% |
| 6M | +15.1% | +17.3% | -2.2% | +2.1% |
| YTD | -4.7% | +19.3% | -24.0% | -16.3% |
| 1Y | +20.4% | +32.7% | -12.3% | -1.9% |
| 3Y | -23.4% | +141.6% | -165.0% | -56.9% |
| All | -41.8% | +48.6% | -90.4% | -57.2% |
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