+19,506.8%
CMI vs FITB
+2,836.2%
+16,670.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.9% | +2.8% | -0.9% | +1.0% |
| 30D | -12.5% | -4.5% | -8.0% | -11.3% |
| 3M | -16.2% | +5.7% | -21.9% | -17.8% |
| 6M | +4.9% | +17.1% | -12.3% | -0.4% |
| YTD | +11.1% | +18.3% | -7.2% | +5.0% |
| 1Y | +43.4% | +23.9% | +19.5% | +33.3% |
| 3Y | +154.1% | +131.1% | +23.0% | +92.9% |
| 5Y | +169.5% | +71.1% | +98.4% | +121.2% |
| 10Y | +503.8% | +283.9% | +219.9% | +266.6% |
| All | +19,506.8% | +2,836.2% | +16,670.6% | +5,555.7% |
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