+4,492.0%
COP vs FITB
+2,855.6%
+1,636.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | +17.5% | -4.7% | +22.2% | +18.8% |
| 3M | +13.4% | +6.7% | +6.7% | +11.3% |
| 6M | +17.7% | +12.6% | +5.2% | +13.5% |
| YTD | +46.6% | +19.1% | +27.5% | +39.1% |
| 1Y | +44.6% | +22.6% | +22.0% | +36.1% |
| 3Y | +20.7% | +127.1% | -106.4% | -3.4% |
| 5Y | +185.0% | +71.8% | +113.2% | +140.5% |
| 10Y | +347.0% | +287.2% | +59.8% | +215.2% |
| All | +4,492.0% | +2,855.6% | +1,636.4% | +2,143.5% |
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 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