+16.0%
CTVA vs FITB
+24.3%
-8.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | +11.3% | -5.7% | +17.0% | +12.3% |
| 3M | +12.3% | +3.2% | +9.2% | +11.7% |
| 6M | +7.2% | +23.4% | -16.2% | +3.2% |
| YTD | +26.0% | +18.8% | +7.2% | +20.5% |
| 1Y | +16.0% | +25.0% | -8.9% | +8.7% |
| All | +16.0% | +24.3% | -8.3% | +8.7% |
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 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