+5,676.4%
CRM vs FITB
+102.5%
+5,573.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | +23.6% | -5.1% | +28.8% | +25.0% |
| 3M | +39.6% | +3.5% | +36.1% | +38.3% |
| 6M | +23.4% | +17.2% | +6.2% | +18.5% |
| YTD | -7.4% | +17.6% | -25.0% | -11.4% |
| 1Y | -2.3% | +23.4% | -25.7% | -7.7% |
| 3Y | +10.5% | +129.7% | -119.2% | -9.9% |
| 5Y | -4.7% | +68.4% | -73.2% | -17.7% |
| 10Y | +234.7% | +285.6% | -50.9% | +128.0% |
| All | +5,676.4% | +102.5% | +5,573.8% | +4,490.7% |
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