-29.6%
CLS vs FITB
+36.9%
-66.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.5% | -10.5% | -9.4% |
| 7D | -21.1% | +2.3% | -23.5% | -21.8% |
| 30D | -38.2% | +7.7% | -45.9% | -39.7% |
| 3M | -36.3% | -4.5% | -31.8% | -35.2% |
| 6M | -43.8% | +12.5% | -56.3% | -46.5% |
| YTD | -20.0% | +19.8% | -39.8% | -30.1% |
| 1Y | -29.6% | +34.1% | -63.7% | -44.0% |
| All | -29.6% | +36.9% | -66.5% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling