+1.4%
CRM vs FITB
+24.3%
-22.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | +28.1% | -5.7% | +33.8% | +28.1% |
| 3M | +48.8% | +3.2% | +45.7% | +48.9% |
| 6M | +28.3% | +23.4% | +4.9% | +26.8% |
| YTD | -6.0% | +18.8% | -24.8% | -6.7% |
| 1Y | +1.4% | +25.0% | -23.5% | -0.6% |
| All | +1.4% | +24.3% | -22.9% | -0.6% |
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 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