+63.2%
CME vs FITB
+123.2%
-60.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.5% |
| 7D | +0.9% | -1.5% | +2.4% | +0.8% |
| 30D | +13.2% | +5.8% | +7.4% | +13.5% |
| 3M | +16.3% | -6.1% | +22.4% | +15.9% |
| 6M | +7.1% | +5.9% | +1.2% | +7.7% |
| YTD | +15.8% | +16.1% | -0.3% | +17.0% |
| 1Y | +17.1% | +28.8% | -11.8% | +18.9% |
| 3Y | +63.2% | +126.0% | -62.9% | +76.5% |
| All | +63.2% | +123.2% | -60.0% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling