+4,537.5%
COP vs FITB
+2,843.2%
+1,694.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | +1.1% | +7.0% | -5.9% | -0.7% |
| 3M | +10.9% | -4.4% | +15.3% | +11.9% |
| 6M | +20.8% | +11.6% | +9.2% | +16.9% |
| YTD | +48.0% | +18.6% | +29.4% | +40.4% |
| 1Y | +58.5% | +29.8% | +28.7% | +47.0% |
| 3Y | +28.1% | +140.7% | -112.6% | +1.3% |
| 5Y | +120.5% | +48.6% | +71.8% | +92.3% |
| 10Y | +310.1% | +224.4% | +85.7% | +198.5% |
| All | +4,537.5% | +2,843.2% | +1,694.2% | +2,165.2% |
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