-1.5%
CNC vs FITB
+129.2%
-130.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.1% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | +0.8% | -5.5% | +6.3% | +1.3% |
| 3M | +0.1% | +4.1% | -4.0% | -0.3% |
| 6M | +79.7% | +18.7% | +61.0% | +77.2% |
| YTD | +58.9% | +18.2% | +40.8% | +56.3% |
| 1Y | +109.1% | +23.7% | +85.5% | +104.9% |
| All | -1.5% | +129.2% | -130.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling