+17.2%
CME vs FITB
+29.2%
-12.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +2.7% | +0.8% | +1.8% | +2.8% |
| 30D | +13.5% | +7.3% | +6.1% | +14.2% |
| 3M | +20.9% | -6.3% | +27.2% | +20.3% |
| 6M | +11.5% | +12.6% | -1.0% | +13.3% |
| YTD | +19.5% | +18.0% | +1.5% | +21.6% |
| 1Y | +17.2% | +28.9% | -11.7% | +19.9% |
| All | +17.2% | +29.2% | -12.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling