+719.8%
CLF vs FITB
+2,843.2%
-2,123.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | -9.1% | +0.5% | -9.5% | -9.2% |
| 30D | -0.9% | +7.0% | -7.9% | -3.7% |
| 3M | +3.0% | -4.4% | +7.3% | +4.8% |
| 6M | +16.7% | +11.6% | +5.1% | +11.4% |
| YTD | -3.2% | +18.6% | -21.8% | -9.5% |
| 1Y | +24.6% | +29.8% | -5.2% | +12.3% |
| 3Y | -22.3% | +140.7% | -163.0% | -44.6% |
| 5Y | -41.2% | +48.6% | -89.8% | -49.9% |
| 10Y | +83.5% | +224.4% | -140.9% | +20.5% |
| All | +719.8% | +2,843.2% | -2,123.4% | +199.5% |
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