+696.9%
CLF vs FITB
+2,855.6%
-2,158.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +7.6% | +0.6% | +7.0% | +7.4% |
| 30D | -1.2% | -4.7% | +3.6% | +0.9% |
| 3M | -13.4% | +6.7% | -20.1% | -15.7% |
| 6M | +15.4% | +12.6% | +2.9% | +10.1% |
| YTD | -5.9% | +19.1% | -25.0% | -12.0% |
| 1Y | +18.8% | +22.6% | -3.8% | +9.6% |
| 3Y | -19.4% | +127.1% | -146.5% | -41.3% |
| 5Y | -47.7% | +71.8% | -119.5% | -57.8% |
| 10Y | +130.4% | +287.2% | -156.8% | +43.4% |
| All | +696.9% | +2,855.6% | -2,158.7% | +191.1% |
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 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