-10.0%
CRM vs FITB
+36.9%
-46.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.2% |
| 7D | -6.2% | +2.3% | -8.5% | -6.2% |
| 30D | -1.2% | +7.7% | -8.9% | -1.2% |
| 3M | +19.1% | -4.5% | +23.6% | +19.1% |
| 6M | +23.0% | +12.5% | +10.5% | +22.7% |
| YTD | -13.7% | +19.8% | -33.5% | -16.8% |
| 1Y | -10.0% | +34.1% | -44.1% | -20.1% |
| All | -10.0% | +36.9% | -46.9% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling