+1,751.5%
CLS vs FITB
+247.7%
+1,503.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.4% | +6.6% |
| 7D | -10.6% | -1.1% | -9.4% | -10.0% |
| 30D | -38.4% | +7.3% | -45.8% | -40.7% |
| 3M | -29.9% | -4.0% | -25.9% | -28.6% |
| 6M | -40.6% | +11.9% | -52.5% | -44.5% |
| YTD | -24.6% | +19.0% | -43.6% | -32.1% |
| 1Y | -30.8% | +31.0% | -61.8% | -40.6% |
| 3Y | +811.7% | +143.8% | +668.0% | +464.0% |
| 5Y | +1,838.4% | +48.9% | +1,789.6% | +1,389.5% |
| 10Y | +1,751.5% | +236.6% | +1,514.9% | +848.5% |
| All | +1,751.5% | +247.7% | +1,503.8% | +848.5% |
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 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