+7,418.1%
CME vs FITB
+93.5%
+7,324.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | +13.2% | +5.8% | +7.4% | +11.4% |
| 3M | +16.3% | -6.1% | +22.4% | +18.1% |
| 6M | +7.1% | +5.9% | +1.2% | +4.9% |
| YTD | +15.8% | +16.1% | -0.3% | +9.8% |
| 1Y | +17.1% | +28.8% | -11.8% | +7.7% |
| 3Y | +63.2% | +126.0% | -62.9% | +23.8% |
| 5Y | +70.2% | +45.3% | +24.9% | +41.6% |
| 10Y | +337.0% | +255.4% | +81.6% | +160.7% |
| All | +7,418.1% | +93.5% | +7,324.6% | +4,633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling