+282.1%
CME vs FITB
+285.0%
-2.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.9% | +2.8% | -5.7% | -3.6% |
| 30D | +5.5% | -4.5% | +10.0% | +6.7% |
| 3M | +11.0% | +5.7% | +5.3% | +9.2% |
| 6M | -9.7% | +17.1% | -26.8% | -13.9% |
| YTD | +4.9% | +18.3% | -13.5% | -0.7% |
| 1Y | +10.1% | +23.9% | -13.8% | +2.7% |
| 3Y | +53.5% | +131.1% | -77.6% | +14.5% |
| 5Y | +77.2% | +71.1% | +6.1% | +40.1% |
| 10Y | +282.1% | +283.9% | -1.7% | +85.4% |
| All | +282.1% | +285.0% | -2.9% | +85.4% |
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