-4.2%
CTVA vs FITB
+30.8%
-35.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -20.8% | +2.8% | -23.5% | -21.0% |
| 30D | -29.6% | +9.8% | -39.4% | -30.3% |
| 3M | -16.9% | -5.2% | -11.7% | -16.2% |
| 6M | -24.3% | +17.3% | -41.6% | -25.3% |
| YTD | -5.6% | +19.3% | -24.9% | -8.9% |
| 1Y | -4.2% | +32.7% | -36.9% | -10.2% |
| All | -4.2% | +30.8% | -35.0% | -10.2% |
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