+3.4%
CNC vs FITB
+70.3%
-66.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -3.8% | -5.1% | +1.4% | -2.9% |
| 3M | -3.2% | +3.5% | -6.8% | -3.9% |
| 6M | +47.9% | +17.2% | +30.7% | +43.7% |
| YTD | +55.7% | +17.6% | +38.0% | +50.7% |
| 1Y | +106.2% | +23.4% | +82.9% | +97.8% |
| 3Y | -2.1% | +129.7% | -131.8% | -19.3% |
| 5Y | +3.4% | +68.4% | -65.0% | -10.8% |
| All | +3.4% | +70.3% | -66.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling