+288.0%
CME vs FITB
+231.2%
+56.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +10.2% | +7.0% | +3.2% | +8.2% |
| 3M | +17.8% | -4.4% | +22.1% | +18.9% |
| 6M | +11.0% | +11.6% | -0.6% | +7.4% |
| YTD | +17.0% | +18.6% | -1.6% | +10.7% |
| 1Y | +15.8% | +29.8% | -14.0% | +6.7% |
| 3Y | +61.8% | +140.7% | -78.9% | +19.9% |
| 5Y | +72.5% | +48.6% | +23.9% | +44.3% |
| 10Y | +288.0% | +224.4% | +63.6% | +111.6% |
| All | +288.0% | +231.2% | +56.8% | +111.6% |
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