+11.8%
CRM vs FITB
+130.4%
-118.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | +28.1% | -5.7% | +33.8% | +30.0% |
| 3M | +48.8% | +3.2% | +45.7% | +47.2% |
| 6M | +28.3% | +23.4% | +4.9% | +19.5% |
| YTD | -6.0% | +18.8% | -24.8% | -11.8% |
| 1Y | +1.4% | +25.0% | -23.5% | -6.8% |
| 3Y | +11.8% | +131.2% | -119.4% | -15.6% |
| All | +11.8% | +130.4% | -118.6% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling