+4,100.0%
CMG vs FITB
+176.5%
+3,923.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +7.1% | -4.7% | +11.9% | +8.0% |
| 3M | +31.2% | +6.7% | +24.5% | +29.4% |
| 6M | +0.7% | +12.6% | -11.9% | -1.7% |
| YTD | -0.1% | +19.1% | -19.2% | -3.4% |
| 1Y | -10.7% | +22.6% | -33.4% | -14.2% |
| 3Y | -4.7% | +127.1% | -131.8% | -18.8% |
| 5Y | -3.8% | +71.8% | -75.6% | -14.9% |
| 10Y | +352.5% | +287.2% | +65.3% | +231.2% |
| All | +4,100.0% | +176.5% | +3,923.5% | +3,228.2% |
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 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