+300.3%
CME vs FITB
+208.7%
+91.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | +13.5% | +7.3% | +6.1% | +11.4% |
| 3M | +20.9% | -6.3% | +27.2% | +22.7% |
| 6M | +11.5% | +12.6% | -1.0% | +7.6% |
| YTD | +19.5% | +18.0% | +1.5% | +13.1% |
| 1Y | +17.2% | +28.9% | -11.7% | +8.2% |
| 3Y | +65.1% | +139.4% | -74.3% | +22.4% |
| 5Y | +73.1% | +47.2% | +25.9% | +45.2% |
| All | +300.3% | +208.7% | +91.5% | +117.0% |
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 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