-7.1%
CMG vs FITB
+24.3%
-31.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.3% |
| 3M | +15.8% | +3.2% | +12.7% | +13.1% |
| 6M | +6.9% | +23.4% | -16.5% | -5.1% |
| YTD | -2.2% | +18.8% | -21.0% | -11.2% |
| 1Y | -7.1% | +25.0% | -32.1% | -19.3% |
| All | -7.1% | +24.3% | -31.4% | -19.3% |
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