+79.1%
CME vs FITB
+71.5%
+7.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +6.2% | -4.7% | +11.0% | +6.6% |
| 3M | +10.4% | +6.7% | +3.7% | +9.9% |
| 6M | -9.5% | +12.6% | -22.1% | -10.4% |
| YTD | +6.0% | +19.1% | -13.1% | +4.4% |
| 1Y | +9.3% | +22.6% | -13.4% | +7.2% |
| 3Y | +57.7% | +127.1% | -69.5% | +41.1% |
| All | +79.1% | +71.5% | +7.6% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling