+218.9%
CTVA vs FITB
+165.1%
+53.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.7% | -1.0% | -3.7% | -4.3% |
| 30D | +11.1% | -5.5% | +16.6% | +13.5% |
| 3M | +13.7% | +4.1% | +9.6% | +11.6% |
| 6M | +11.2% | +18.7% | -7.5% | +2.8% |
| YTD | +26.9% | +18.2% | +8.7% | +17.0% |
| 1Y | +18.8% | +23.7% | -4.8% | +7.2% |
| 3Y | +75.9% | +130.8% | -54.8% | +19.4% |
| 5Y | +105.2% | +69.8% | +35.4% | +52.2% |
| All | +218.9% | +165.1% | +53.9% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling