+105.1%
CTVA vs FITB
+70.3%
+34.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | +11.1% | -5.1% | +16.2% | +13.0% |
| 3M | +13.2% | +3.5% | +9.7% | +11.7% |
| 6M | +8.7% | +17.2% | -8.5% | +2.2% |
| YTD | +27.3% | +17.6% | +9.6% | +19.0% |
| 1Y | +18.0% | +23.4% | -5.4% | +8.1% |
| 3Y | +76.5% | +129.7% | -53.3% | +27.1% |
| 5Y | +105.1% | +68.4% | +36.7% | +53.4% |
| All | +105.1% | +70.3% | +34.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling