+2,944.0%
CLS vs FITB
+285.0%
+2,659.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +6.0% |
| 7D | +12.8% | +2.8% | +9.9% | +11.1% |
| 30D | +3.8% | -4.5% | +8.3% | +6.2% |
| 3M | -14.6% | +5.7% | -20.3% | -17.3% |
| 6M | +32.2% | +17.1% | +15.1% | +21.3% |
| YTD | +11.6% | +18.3% | -6.7% | +1.1% |
| 1Y | +35.1% | +23.9% | +11.2% | +18.9% |
| 3Y | +1,312.5% | +131.1% | +1,181.4% | +797.7% |
| 5Y | +3,542.1% | +71.1% | +3,471.0% | +2,513.5% |
| 10Y | +2,944.0% | +283.9% | +2,660.1% | +1,335.7% |
| All | +2,944.0% | +285.0% | +2,659.0% | +1,335.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling