+7,663.3%
CME vs FITB
+98.5%
+7,564.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.5% | -0.6% | +3.0% | +2.6% |
| 30D | +13.9% | +7.0% | +6.9% | +11.7% |
| 3M | +22.4% | -4.8% | +27.1% | +23.8% |
| 6M | +12.9% | +13.5% | -0.7% | +8.4% |
| YTD | +19.6% | +19.1% | +0.5% | +12.6% |
| 1Y | +17.7% | +30.8% | -13.1% | +7.8% |
| 3Y | +65.3% | +141.6% | -76.3% | +23.1% |
| 5Y | +75.1% | +48.3% | +26.9% | +44.9% |
| 10Y | +305.8% | +215.9% | +89.8% | +150.3% |
| All | +7,663.3% | +98.5% | +7,564.8% | +4,752.5% |
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 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