+280.3%
FITB vs CAG
-33.9%
+314.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -0.4% | -6.6% | +6.2% | +1.0% |
| 30D | -5.1% | +2.3% | -7.4% | -5.7% |
| 3M | +3.5% | +16.3% | -12.8% | -0.1% |
| 6M | +17.2% | -16.0% | +33.2% | +21.1% |
| YTD | +17.6% | -7.7% | +25.3% | +18.6% |
| 1Y | +23.4% | -16.0% | +39.4% | +26.8% |
| 3Y | +129.7% | -37.7% | +167.4% | +149.8% |
| 5Y | +68.4% | -41.2% | +109.6% | +85.5% |
| All | +280.3% | -33.9% | +314.2% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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