+3,231.7%
CLS vs FITB
+198.7%
+3,033.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.6% | +0.6% | +4.0% | +4.4% |
| 30D | -13.9% | -4.7% | -9.2% | -12.7% |
| 3M | -26.6% | +6.7% | -33.2% | -28.0% |
| 6M | +15.4% | +12.6% | +2.9% | +11.6% |
| YTD | +5.7% | +19.1% | -13.5% | +0.3% |
| 1Y | +41.1% | +22.6% | +18.5% | +32.6% |
| 3Y | +1,228.6% | +127.1% | +1,101.5% | +959.9% |
| 5Y | +3,240.6% | +71.8% | +3,168.8% | +2,739.7% |
| 10Y | +2,760.3% | +287.2% | +2,473.2% | +1,858.8% |
| All | +3,231.7% | +198.7% | +3,033.1% | +1,953.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling