+3,682.3%
CLS vs FITB
+70.3%
+3,612.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +20.1% | -0.4% | +20.5% | +20.4% |
| 30D | +6.0% | -5.1% | +11.2% | +8.9% |
| 3M | -10.3% | +3.5% | -13.8% | -12.1% |
| 6M | +24.5% | +17.2% | +7.3% | +14.0% |
| YTD | +12.9% | +17.6% | -4.8% | +2.3% |
| 1Y | +36.7% | +23.4% | +13.3% | +20.3% |
| 3Y | +1,328.1% | +129.7% | +1,198.3% | +809.6% |
| 5Y | +3,682.3% | +68.4% | +3,613.9% | +2,564.0% |
| All | +3,682.3% | +70.3% | +3,612.1% | +2,564.0% |
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 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