+10.9%
CMG vs FITB
+36.9%
-26.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.4% | +5.2% |
| 7D | +22.5% | +2.3% | +20.2% | +21.4% |
| 30D | +14.1% | +7.7% | +6.4% | +10.7% |
| 3M | +4.1% | -4.5% | +8.6% | +5.9% |
| 6M | +10.1% | +12.5% | -2.4% | +2.1% |
| YTD | -4.9% | +19.8% | -24.6% | -16.1% |
| 1Y | +10.9% | +34.1% | -23.2% | -12.3% |
| All | +10.9% | +36.9% | -26.0% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling