+322.0%
CMG vs FITB
+290.8%
+31.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +10.9% | -5.7% | +16.6% | +12.6% |
| 3M | +15.8% | +3.2% | +12.7% | +14.5% |
| 6M | +6.9% | +23.4% | -16.5% | +0.5% |
| YTD | -2.2% | +18.8% | -21.0% | -7.1% |
| 1Y | -7.1% | +25.0% | -32.1% | -13.1% |
| 3Y | -7.1% | +131.2% | -138.3% | -27.9% |
| 5Y | -4.8% | +70.7% | -75.5% | -21.0% |
| All | +322.0% | +290.8% | +31.2% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling