+95.2%
CNC vs FITB
+290.8%
-195.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -0.9% | -0.3% | -0.7% | -0.8% |
| 30D | -1.0% | -5.7% | +4.7% | +0.6% |
| 3M | +4.5% | +3.2% | +1.4% | +3.6% |
| 6M | +85.2% | +23.4% | +61.8% | +74.6% |
| YTD | +61.4% | +18.8% | +42.6% | +53.1% |
| 1Y | +94.9% | +25.0% | +69.9% | +82.1% |
| 3Y | 0.0% | +131.2% | -131.2% | -24.1% |
| 5Y | +11.2% | +70.7% | -59.5% | -10.2% |
| All | +95.2% | +290.8% | -195.6% | +36.5% |
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