+811.7%
CLS vs FITB
+136.2%
+675.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -28.5% |
| 6M | -40.6% | +11.9% | -52.5% | -44.6% |
| YTD | -24.6% | +19.0% | -43.6% | -32.9% |
| 1Y | -30.8% | +31.0% | -61.8% | -41.7% |
| 3Y | +811.7% | +143.8% | +668.0% | +464.0% |
| All | +811.7% | +136.2% | +675.6% | +464.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling