+4,560.7%
COP vs FITB
+2,780.8%
+1,779.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -11.5% | -1.5% | -10.0% | -11.2% |
| 30D | +5.0% | +5.8% | -0.9% | +3.4% |
| 3M | +17.5% | -6.1% | +23.6% | +19.1% |
| 6M | +16.2% | +5.9% | +10.3% | +14.0% |
| YTD | +48.8% | +16.1% | +32.7% | +41.9% |
| 1Y | +64.1% | +28.8% | +35.3% | +52.5% |
| 3Y | +25.7% | +126.0% | -100.4% | +0.9% |
| 5Y | +114.4% | +45.3% | +69.1% | +88.1% |
| 10Y | +331.7% | +255.4% | +76.3% | +209.4% |
| All | +4,560.7% | +2,780.8% | +1,779.9% | +2,189.0% |
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