+3,909.1%
CMG vs FITB
+176.9%
+3,732.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.5% | +2.8% | -0.3% | +2.0% |
| 30D | +15.6% | +9.8% | +5.8% | +13.7% |
| 3M | +8.2% | -5.2% | +13.3% | +9.2% |
| 6M | +9.9% | +17.3% | -7.5% | +6.5% |
| YTD | -4.6% | +19.3% | -23.9% | -7.9% |
| 1Y | +12.4% | +32.7% | -20.3% | +6.6% |
| 3Y | -18.0% | +141.6% | -159.6% | -30.8% |
| 5Y | -5.3% | +48.9% | -54.2% | -14.1% |
| 10Y | +344.2% | +216.5% | +127.7% | +235.7% |
| All | +3,909.1% | +176.9% | +3,732.2% | +3,075.7% |
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