+71.0%
CME vs FITB
+44.6%
+26.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | +13.2% | +5.8% | +7.4% | +12.8% |
| 3M | +16.3% | -6.1% | +22.4% | +16.7% |
| 6M | +7.1% | +5.9% | +1.2% | +6.6% |
| YTD | +15.8% | +16.1% | -0.3% | +14.3% |
| 1Y | +17.1% | +28.8% | -11.8% | +14.4% |
| 3Y | +63.2% | +126.0% | -62.9% | +46.4% |
| All | +71.0% | +44.6% | +26.4% | +64.8% |
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