+4,577.2%
CNC vs FITB
+92.9%
+4,484.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | +0.1% | -4.7% | +4.8% | +1.0% |
| 3M | +6.9% | +6.7% | +0.2% | +5.6% |
| 6M | +49.0% | +12.6% | +36.5% | +45.5% |
| YTD | +62.9% | +19.1% | +43.8% | +57.0% |
| 1Y | +134.0% | +22.6% | +111.4% | +124.0% |
| 3Y | +9.4% | +127.1% | -117.7% | -8.5% |
| 5Y | +4.1% | +71.8% | -67.7% | -9.7% |
| 10Y | +95.4% | +287.2% | -191.8% | +39.9% |
| All | +4,577.2% | +92.9% | +4,484.3% | +4,112.6% |
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