+1,980.9%
CLS vs FITB
+48.6%
+1,932.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +16.3% | +2.8% | +13.5% | +14.8% |
| 30D | -25.7% | +9.8% | -35.5% | -29.2% |
| 3M | -30.9% | -5.2% | -25.7% | -29.2% |
| 6M | -35.5% | +17.3% | -52.8% | -41.1% |
| YTD | -18.7% | +19.3% | -38.0% | -27.0% |
| 1Y | -17.9% | +32.7% | -50.6% | -30.4% |
| 3Y | +838.1% | +141.6% | +696.5% | +485.3% |
| All | +1,980.9% | +48.6% | +1,932.2% | +1,530.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling